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CVXGEN

swMATH ID: 7151
Software Authors: J. Mattingley; S. Boyd
Description: CVXGEN: a code generator for embedded convex optimization. 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 generated code is almost branch free, and so has highly predictable run-time behavior. The combination of regularization (both static and dynamic) and iterative refinement in the search direction computation yields reliable performance, even with poor quality data. In this paper we describe how CVXGEN is implemented, and give some results on the speed and reliability of the automatically generated solvers.
Homepage: http://cvxgen.com/
Related Software: qpOASES; ECOS; fast_mpc; CVX; Gurobi; Mosek; SeDuMi; FiOrdOs; Matlab; CPLEX; qpDUNES; YALMIP; OSQP; SDPT3; GitHub; CVXPY; ACADO; OOQP; MPT; Ipopt
Cited in: 45 Documents

Standard Articles

2 Publications describing the Software, including 2 Publications in zbMATH Year
CVXGEN: a code generator for embedded convex optimization. Zbl 1293.65095
Mattingley, Jacob; Boyd, Stephen
2012
Automatic code generation for real-time convex optimization. Zbl 1211.90170
Mattingley, Jacob; Boyd, Stephen
2010
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Cited by 110 Authors

9 Boyd, Stephen Poythress
7 Diehl, Moritz Mathias
3 Bemporad, Alberto
3 Harris, Matthew W.
3 Quirynen, Rien
2 Açıkmeşe, Behçet
2 Ahmadi, Amir Ali
2 Ferreau, Hans Joachim
2 Frison, Gianluca
2 Gerksic, Samo
2 Kouzoupis, Dimitris
2 Majumdar, Anirudha
2 Mattingley, Jacob
2 Perne, Matija
2 Pregelj, Boštjan
2 Stellato, Bartolomeo
2 Vukov, Milan
2 Zanelli, Andrea
1 Aaker, V.
1 Achterhold, Jan
1 Albin, Thivaharan
1 Andersen, Martin S.
1 Aubin-Frankowski, Pierre-Cyril
1 Back, Juhoon
1 Banjac, Goran
1 Bassett, Robert
1 Bertsimas, Dimitris John
1 Blanchini, Franco
1 Borovac, Branislav
1 Borwein, Jonathan Michael
1 Darouach, Mohamed
1 De Brabanter, Jos
1 De Moor, Bart L. R.
1 Deride, Julio
1 Diamond, Steven
1 Eikrem, G. O.
1 Fenu, Gianfranco
1 Feron, Eric
1 Fleming, Peter John
1 Frasch, Janick V.
1 Frey, Jonathan
1 Garoche, Pierre-Loïc
1 Giagkiozis, Ioannis
1 Giordano, Giulia
1 Giselsson, Pontus
1 Goulart, Paul J.
1 Hadji-Minaglou, Jean-Régis
1 Hartley, Edward N.
1 Henrion, Didier
1 Herceg, Martin
1 Hespanha, João Pedro
1 Hill, Rhys
1 Houska, Boris
1 Hu, Yunyi
1 Huyck, Bart
1 Imsland, Lars
1 Jansson, Olli
1 Jobredeaux, Romain
1 Johansen, Tor Arne
1 Jones, Colin Neil
1 Kandukuri, Rama Krishna
1 Kersting, Kristian
1 Keshavarz, Arezou
1 Kim, Jihan
1 Kolmanovsky, Ilya V.
1 Kufoalor, D. K. M.
1 Kunhippurayil, Sheril
1 Lee, Chanhwa
1 Liao-McPherson, Dominic
1 Lindström, Erik
1 Logist, Filip
1 Luke, David Russell
1 Maciejowski, Jan M.
1 Madsen, Henrik O.
1 Mladenov, Martin
1 Moehle, Nicholas
1 Möller, Michael
1 Morari, Manfred
1 Nagy, James Gerard
1 Nikolić, Milutin
1 Novoselnik, Branimir
1 Nystrup, Peter
1 Pantel, Marc
1 Park, Gyunghoon
1 Patrinos, Panagiotis
1 Pellegrino, Felice Andrea
1 Purshouse, Robin C.
1 Raković, Mirko
1 Ruben, Shalom D.
1 Sager, Sebastian
1 Schwickart, Tim
1 Shen, Chunhua
1 Shen, Fumin
1 Shim, Hyungbo
1 Stueckler, Joerg
1 Sun, Ju
1 Takapoui, Reza
1 Tang, Zhenmin
1 Tokmakov, Pavel
1 Tsao, Tsu-Chin
...and 10 more Authors
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Cited in 25 Serials

7 Automatica
4 Optimal Control Applications & Methods
4 Mathematical Programming Computation
3 Optimization and Engineering
2 International Journal of Robust and Nonlinear Control
1 Artificial Intelligence
1 International Journal of Control
1 IEEE Transactions on Automatic Control
1 Information Sciences
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 SIAM Journal on Control and Optimization
1 Annals of Operations Research
1 Computational Statistics and Data Analysis
1 SIAM Journal on Scientific Computing
1 International Journal of Computer Vision
1 INFORMS Journal on Computing
1 Mathematical Problems in Engineering
1 European Journal of Control
1 Multibody System Dynamics
1 Vietnam Journal of Mathematics
1 Optimization Letters
1 SIAM Journal on Imaging Sciences
1 Asian Journal of Control
1 SIAM Journal on Applied Algebra and Geometry
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Cited in 12 Fields

26 Operations research, mathematical programming (90-XX)
21 Systems theory; control (93-XX)
14 Calculus of variations and optimal control; optimization (49-XX)
11 Numerical analysis (65-XX)
9 Computer science (68-XX)
2 Statistics (62-XX)
2 Mechanics of particles and systems (70-XX)
1 Field theory and polynomials (12-XX)
1 Algebraic geometry (14-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Functional analysis (46-XX)
1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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