mpcActiveSetOptions

Create default option set for mpcActiveSetSolver

Since R2020a

Syntax

options = mpcActiveSetOptions

options = mpcActiveSetOptions(type)

Description

Settings for mpcActiveSetSolver, that you can use to solve a QP optimization problem. To set options for the active-set QP solver used within the mpc object instead, access the ActiveSet object within the Optimizer property of the mpc object using dot notation.

options = mpcActiveSetOptions creates an ActiveSet options object containing default options for mpcActiveSetSolver, which solves a quadratic programming (QP) problem using an active-set algorithm.

options = mpcActiveSetOptions(type) creates a default option set using the specified input data type. All real options are specified using this data type.

Examples

Create Default Option Set for Active-Set QP Solver

Create a default option set.

opt = mpcActiveSetOptions;

Create and Modify Default Active-Set QP Solver Option Set

Create a default option set.

opt = mpcActiveSetOptions;

Specify the maximum number of iterations allowed during computation.

opt.MaxIterations = 100;

Specify a constraint tolerance for verifying that the optimal solution satisfies the inequality constraints.

opt.ConstraintTolerance = 1.0e-4;

Create Active-Set Option Set Specifying Input Argument Type

Create a default option set, specifying the input argument type.

opt = mpcActiveSetOptions('single');

Input Arguments

type — Solver input argument data type

'double' (default) | 'single'

Solver input argument data type, specified as either 'double' or 'single'. This data type is used for both simulation and code generation. All real options in the option set are specified using this data type, and all real input arguments to mpcActiveSetSolver must match this type.

Output Arguments

options — Option set for mpcActiveSetSolver

ActiveSet options object

Option set for mpcActiveSetSolver, returned as an ActiveSet options object, which has the following properties.

Property	Description	Default
DataType	Input argument data type, specified as either 'double' or 'single'. This data type is used for both simulation and code generation, and all real input arguments to the solver function must match this type.	'double'
MaxIterations	Maximum number of iterations allowed when computing the QP solution, specified as a positive integer.	200
ConstraintTolerance	Tolerance used to verify that inequality constraints are satisfied by the optimal solution, specified as a positive scalar. A larger ConstraintTolerance value allows for larger constraint violations.	1e-6
UseHessianAsInput	Indicator of whether the first input argument to mpcActiveSetSolver is the Hessian matrix, specified as a logical value. If UseHessianAsInput is true, pass the Hessian matrix to mpcActiveSetSolver. Otherwise, use the inverse of the lower-triangular Cholesky decomposition (Linv) of the Hessian matrix. If your application requires repetitive calls of mpcActiveSetSolver using a constant Hessian matrix, you can improve computational efficiency by passing Linv to mpcActiveSetSolver instead of the Hessian matrix.	true
IntegrityChecks	Indicator of whether integrity checks are performed on the solver function input data, specified as a logical value. If IntegrityChecks is true, then integrity checks are performed and diagnostic messages are displayed. Use false for code generation only.	true

Extended Capabilities

C/C++ Code Generation

Generate C and C++ code using MATLAB® Coder™.

Usage notes and limitations:

• You can use mpcActiveSetSolver as a general-purpose QP solver that supports code generation. To specify solver options, use mpcActiveSetOptions. Create the function myCode, which uses mpcActiveSetSolver and mpcActiveSetOptions.

  function [out1,out2] = myCode(in1,in2)
  %#codegen
  ...
  options = mpcActiveSetOptions;
  [x,status] = mpcActiveSetSolver(Linv,f,A,b,Aeq,Beq,iA0,options);
  ...

  Generate C code with MATLAB^® Coder™.

  func = 'myCode';
  cfg = coder.config('mex'); % or 'lib', 'dll'
  codegen('-config',cfg,func,'-o',func);

• For code generation, use the same precision for all real inputs, including options. Configure the precision as 'double' or 'single' using mpcActiveSetOptions.

Version History

Introduced in R2020a