Package 'ROI.plugin.qpoases'

qpOASES

Description

This package provides an interface to qpOASES. pOASES is an open-source C++ implementation of the online active set strategy, which was inspired by important observations from the field of parametric quadratic programming (QP).

References

H.J. Ferreau and C. Kirches and A. Potschka and H.G. Bock and M. Diehl. qpOASES: A parametric active-set algorithm for quadratic programming, “Mathematical Programming Computation”, 2014

H.J. Ferreau and H.G. Bock and M. Diehl. An online active set strategy to overcome the limitations of explicit MPC, “International Journal of Robust and Nonlinear Control”, 2008

H.J. Ferreau and A. Potschka and C. Kirches. qpOASES “webpage” https://github.com/coin-or/qpOASES, 2017

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Quadratic Problem 1

Description

$maximize \ \ x_1^2 + x_2^2 + x_3^2 - 5 x_2$

$subject \ to:$

$-4 x_1 - 3 x_2 + \geq -8$

$2 x_1 + x_2 + \geq 2$

$- 2 x_2 + x_3 \geq 0$

$x_1, x_2, x_3 \geq 0$

Examples

Sys.setenv(ROI_LOAD_PLUGINS = "FALSE")
library("ROI")
library("ROI.plugin.qpoases")

A <- cbind(c(-4, -3, 0), 
           c( 2,  1, 0), 
           c( 0, -2, 1))
x <- OP(Q_objective(diag(3), L =  c(0, -5, 0)),
        L_constraint(L = t(A),
                     dir = rep(">=", 3),
                     rhs = c(-8, 2, 0)))

opt <- ROI_solve(x, solver="qpoases")
opt
## Optimal solution found.
## The objective value is: -2.380952e+00
solution(opt)
## [1]  0.4761905 1.0476190 2.0952381

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