CVXGEN: a code generator for embedded convex optimization

@article{Mattingley2012CVXGENAC,
  title={CVXGEN: a code generator for embedded convex optimization},
  author={Jacob Mattingley and S. Boyd},
  journal={Optimization and Engineering},
  year={2012},
  volume={13},
  pages={1-27}
}
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… CONTINUE READING
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