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.
- Eigen, "a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms". Eigen forms the linear algebra core of this software.
mkdir build
cd build
cmake..
make
Run tests
make run_tests
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();
See test.cpp
Yiming Yan