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giaf / hpmpc

Library for High-Performance implementation of solvers for MPC.
GNU Lesser General Public License v2.1
53 stars 34 forks source link

Wiki needed #3

Open lovedheart opened 9 years ago

lovedheart commented 9 years ago

Hi. I have much interest in this implementation. But it's better to have a wiki about HPMPC. Thanks

giaf commented 9 years ago

Thanks for the interest. I am a bit busy at the moment writing my thesis, the wiki will come asap. Are you interested in control?

lovedheart commented 9 years ago

Yeah, I'm a student studying control theory. I'm doing a project which compares the different opensource qp solver and I wanna to choose one for solving QP problem of large-scale system. Is HPMPC suitable for that?.

giaf commented 9 years ago

It depends on what you mean by large-scale. HPMPC is optimized for dense small-scale MPC problems, and the performance is close to optimal for dense problems with up to a couple of hundreds states and controls.

lovedheart commented 9 years ago

I mean 1000-100000 variables.

giaf commented 9 years ago

You can have a try, but this is certainly not what it has been designed for.

lovedheart commented 9 years ago

Hi, how do you solve the linear system equations? LDL factorization or something else?

giaf commented 9 years ago

The solvers in HPMPC are designed to solve linear MPC problems, and not generic QPs. Therefore the (structured) KKT system of the unconstrained MPC problem is solved using a specialized Riccati recursion.