CVXGEN: a code generator for embedded convex optimization. CVXGEN is a software tool that takes a high level description of a convex optimization problem family, and automatically generates custom C code that compiles into a reliable, high speed solver for the problem family. The current implementation targets problem families that can be transformed, using disciplined convex programming techniques, to convex quadratic programs of modest size. CVXGEN generates simple, flat, library-free code suitable for embedding in real-time applications. The generated code is almost branch free, and so has highly predictable run-time behavior. The combination of regularization (both static and dynamic) and iterative refinement in the search direction computation yields reliable performance, even with poor quality data. In this paper we describe how CVXGEN is implemented, and give some results on the speed and reliability of the automatically generated solvers.

References in zbMATH (referenced in 37 articles , 2 standard articles )

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  1. Kim, Jihan; Back, Juhoon; Park, Gyunghoon; Lee, Chanhwa; Shim, Hyungbo; Voulgaris, Petros G.: Neutralizing zero dynamics attack on sampled-data systems via generalized holds (2020)
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  4. Ahmadi, Amir Ali; Majumdar, Anirudha: DSOS and SDSOS optimization: more tractable alternatives to sum of squares and semidefinite optimization (2019)
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  7. Perne, Matija; Gerkšič, Samo; Pregelj, Boštjan: Soft inequality constraints in gradient method and fast gradient method for quadratic programming (2019)
  8. Kouzoupis, Dimitris; Frison, Gianluca; Zanelli, Andrea; Diehl, Moritz: Recent advances in quadratic programming algorithms for nonlinear model predictive control (2018)
  9. Nikolić, Milutin; Borovac, Branislav; Raković, Mirko: Dynamic balance preservation and prevention of sliding for humanoid robots in the presence of multiple spatial contacts (2018)
  10. Amir Ali Ahmadi, Anirudha Majumdar: DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization (2017) arXiv
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