Currently implemented algorithms:
- Dual Newton strategy based on scenario decomposition
- Dual Newton strategy on tree formulation
- Interfaces to HPMPC & HPIPM (primal-dual interior point methods)
Tree-Sparse Quadratic Programming
License: GNU Lesser General Public License v3.0
Currently, only primal solution is returned to the user
Currently, only clipping is supported for the stage QPs in the dual Newton strategy.
Hello,
i sometimes wrap existing C interfaces to make them available from the JuMP modeling language in Julia.
This would allow easy use of your solver by people and other solvers in the JuMP ecosystem.
This would require me to:
Since this is would require work on my behalf, i would like to ask some questions:
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