NlpGen

Classes
class	NlpGenLinsys
class	NlpGenResiduals
class	NlpGenSparseLinsys
class	NlpGenVars
class	sResiduals

Detailed Description

OOQP's default general problem formulation:

 minimize    f(x)         ; 
 subject to                      A(x)  = b    ;     <-- dual y
                        clow <=  C(x) <= cupp ; 
                        xlow <=    x <= xupp ;
 

The general linear equality constraints must have either an upper or lower bound, but need not have both bounds. The variables may have no bounds; an upper bound; a lower bound or both an upper and lower bound.

add slacks as: t: slack for lower bound: C(x)-t=clow u: slack for lower bound: C(x)+u=cupp lambda: the dual var for the lower bound constraint C(x)-t-clow=0 pi: dual var for the upper bound C(x)+u-cupp=0

Or: add slacks as: s: C(x)=s; t: slack for lower bound: s-t=clow u: slack for lower bound: s+u=cupp lambda: the dual var for the lower bound constraint s-t-clow=0 pi: dual var for the upper bound s+u-cupp=0

xlow <= x <= xupp => x-v=xlow, x+w=xupp v: slack for lower bound: x-v=xlow w: slack for lower bound: x+w=xupp gamma: dual var for the lower bound phi: dual var for the upper bound