Setting up the problem
In Python we define the problem as
# Import relevant modules
import daqp
import numpy as np
from ctypes import *
import ctypes.util
# Define the problem
H = np.array([[1, 0], [0, 1]],dtype=c_double)
f = np.array([1, 1],dtype=c_double)
A = np.array([[1, 2], [1, -1]],dtype=c_double)
bupper = np.array([1,2,3,4],dtype=c_double)
blower = np.array([-1,-2,-3,-4],dtype=c_double)
sense = np.array([0,0,0,0],dtype=c_int)
sense determines the type of the constraints (more details are given here).
Note: When \(b_u\) and \(b_l\) has more elements than the number of rows in \(A\), the first elements in \(b_u\) and \(b_l\) are interpreted as simple bounds.
Calling DAQP
DAQP can be called as:
(xstar,fval,exitflag,info) = daqp.solve(H,f,A,bupper,blower,sense)