HPMPC

HPMPC - Library for High-Performance implementation of solvers for MPC. The library aims at providing routines for high-performance implementation of solvers for linear MPC and MHE. Critical linear-algebra routines are highly optimized for a number of different computer architectures. These routines are used to efficiently implement a Riccati recursion solver for the uncontrained MPC and MHE problems (LQCP), that in turn is the key routine in solvers for constrained MPC problems. At the moment, Interior-Point (IP) method and ADMM (Alternating Direction Method of Multipliers) solvers are available for both box and soft constrained MPC problems.

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