hpipm-cpp: A C++ wrapper for hpipm

A C++ wrapper for hpipm, a high-performance interior-point method (IPM) solver for structured quadratic programming (QP) arising in optimal control (OC) and model predictive control (MPC). This wrapper provides an interface of hpipm using STL and Eigen.

Requirements

• Eigen3

Eigen3 can be installed by the following command:

sudo apt install libeigen3-dev

Other external libraries, i.e., blasfeo and hpipm are automatically installed with hpipm-cpp.

Build hpipm-cpp

git clone https://github.com/mayataka/hpipm-cpp
cd hpipm-cpp
mkdir build && cd build
cmake .. -DCMAKE_BUILD_TYPE=Release 
make -j4
sudo make install -j

Usage

Link hpipm-cpp in the CMakeLists.txt as

...
find_package(hpipm-cpp REQUIRED)
target_link_libraries(
  YOUR_TARGET
  PRIVATE
  hpipm-cpp::hpipm-cpp
)
...

and write the source files as

#include "hpipm-cpp/hpipm-cpp.hpp"

N = ...; // horion length
hpipm::OcpQpDim dim(N);
dim.nx[i] = ...  // set dims
dim.nu[i] = ...  // set dims
... 

hpipm::OcpQp qp(dim); 
qp.A[i] = Eigen::MatrixXd::... // set QP datas by Eigen 
... 

hpipm::OcpQpIpmSolverSettings ipm_solver_settings; 
ipm_solver_settings.mode = ... // set the IPM solver settings
... 

hpipm::OcpQpSolution solution(dim);
hpipm::OcpQpSolver solver(dim, ipm_solver_settings);
const auto res = solver.solve(qp, solution); // solve the QP

for (int i=0; i<=dim.N; ++i) {
  std::cout << "x[" << i << "]: " << sol.x[i].transpose() << std::endl;  
}
for (int i=0; i<dim.N; ++i) {
  std::cout << "u[" << i << "]: " << sol.u[i].transpose() << std::endl;  
}

For detailed formulations, please see the documentation of hpipm. The conventions follow the documentation.