cppipm

C++ implementation of the Interior Point Method (CPPIPM)

Fork of https://github.com/YimingYAN/cppipm to allow for simple building with CMake.

Also removed eigen from this repo.

Requirements

• Eigen, "a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms". Eigen forms the linear algebra core of this software.

Compiling

mkdir build
cd build
cmake..
make 

Run tests

make run_tests

How to use

QP:

  Algorithm* test = new cppipm(Q,A,b,c); test -> solve();

LP:

  Algorithm* test = new cppipm(A,b,c);  test -> solve(); 

Or:

  Algorithm* test = new cppipm(otherProblem);  test -> solve();

Example

See test.cpp

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Yiming Yan