FiOrdOs

FiOrdOs is a Matlab toolbox for automated C-code generation of first-order methods for parametric convex programs with a quadratic cost and with a feasible set being the intersection of (i) a simple convex set for which a projection can be evaluated at low cost and (ii) optionally an affine set. Besides C-code, FiOrdOs generates tailored interfaces for calling the solver from Matlab or Simulink. Additional features include optimal preconditioning and certification of the iteration count.