Embedded code generation using the OSQP solver

Goran Banjac; Bartolomeo Stellato; Nicholas Moehle; Paul Goulart; Alberto Bemporad; Stephen Boyd

doi:10.1109/CDC.2017.8263928

Embedded code generation using the OSQP solver

Goran Banjac, Bartolomeo Stellato, Nicholas Moehle, Paul Goulart, Alberto Bemporad, Stephen Boyd

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

44 Scopus citations

Abstract

We introduce a code generation software package that accepts a parametric description of a quadratic program (QP) as input and generates tailored C code that compiles into a fast and reliable optimization solver for the QP that can run on embedded platforms. The generated code is based on OSQP, a novel open-source operator splitting solver for quadratic programming. Our software supports matrix factorization caching and warm starting, and allows updates of the problem parameters during runtime. The generated C code is library-free and has a very small compiled footprint. Examples arising in real-world applications show that the generated code outperforms state-of-the-art embedded and desktop QP solvers.

Original language	English (US)
Title of host publication	2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	1906-1911
Number of pages	6
ISBN (Electronic)	9781509028733
DOIs	https://doi.org/10.1109/CDC.2017.8263928
State	Published - Jun 28 2017
Externally published	Yes
Event	56th IEEE Annual Conference on Decision and Control, CDC 2017 - Melbourne, Australia Duration: Dec 12 2017 → Dec 15 2017

Publication series

Name	2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017
Volume	2018-January

Other

Other	56th IEEE Annual Conference on Decision and Control, CDC 2017
Country/Territory	Australia
City	Melbourne
Period	12/12/17 → 12/15/17

All Science Journal Classification (ASJC) codes

Decision Sciences (miscellaneous)
Industrial and Manufacturing Engineering
Control and Optimization

Access to Document

10.1109/CDC.2017.8263928

Cite this

Banjac, G., Stellato, B., Moehle, N., Goulart, P., Bemporad, A., & Boyd, S. (2017). Embedded code generation using the OSQP solver. In 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017 (pp. 1906-1911). (2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017; Vol. 2018-January). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2017.8263928

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abstract = "We introduce a code generation software package that accepts a parametric description of a quadratic program (QP) as input and generates tailored C code that compiles into a fast and reliable optimization solver for the QP that can run on embedded platforms. The generated code is based on OSQP, a novel open-source operator splitting solver for quadratic programming. Our software supports matrix factorization caching and warm starting, and allows updates of the problem parameters during runtime. The generated C code is library-free and has a very small compiled footprint. Examples arising in real-world applications show that the generated code outperforms state-of-the-art embedded and desktop QP solvers.",

author = "Goran Banjac and Bartolomeo Stellato and Nicholas Moehle and Paul Goulart and Alberto Bemporad and Stephen Boyd",

note = "Publisher Copyright: {\textcopyright} 2017 IEEE.; 56th IEEE Annual Conference on Decision and Control, CDC 2017 ; Conference date: 12-12-2017 Through 15-12-2017",

year = "2017",

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doi = "10.1109/CDC.2017.8263928",

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Banjac, G, Stellato, B, Moehle, N, Goulart, P, Bemporad, A & Boyd, S 2017, Embedded code generation using the OSQP solver. in 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017, vol. 2018-January, Institute of Electrical and Electronics Engineers Inc., pp. 1906-1911, 56th IEEE Annual Conference on Decision and Control, CDC 2017, Melbourne, Australia, 12/12/17. https://doi.org/10.1109/CDC.2017.8263928

Embedded code generation using the OSQP solver. / Banjac, Goran; Stellato, Bartolomeo; Moehle, Nicholas et al.
2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Institute of Electrical and Electronics Engineers Inc., 2017. p. 1906-1911 (2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017; Vol. 2018-January).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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T1 - Embedded code generation using the OSQP solver

AU - Banjac, Goran

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PY - 2017/6/28

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AB - We introduce a code generation software package that accepts a parametric description of a quadratic program (QP) as input and generates tailored C code that compiles into a fast and reliable optimization solver for the QP that can run on embedded platforms. The generated code is based on OSQP, a novel open-source operator splitting solver for quadratic programming. Our software supports matrix factorization caching and warm starting, and allows updates of the problem parameters during runtime. The generated C code is library-free and has a very small compiled footprint. Examples arising in real-world applications show that the generated code outperforms state-of-the-art embedded and desktop QP solvers.

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Embedded code generation using the OSQP solver

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