Interior Point Solver Matlab. The MIPS project page can be found at. LIPSOL is a Matlab-based package for solving linear programs by interior-Point methods.
It is not based on derivatives. This function provides access to the built-in Model Predictive Control Toolbox interior-point QP solver. Version Beta Apr 2008 Kwangmoo Koh Seung-Jean Kim and Stephen Boyd.
However the interior-point algorithm in quadprog can also exploit sparsity in the problem.
The algorithm belongs to the class of interior or barrier methods and uses trust regions to promote convergence. This is HPIPM a high-performance interior-point method solver for dense optimal control- and tree-structured convex quadratic programs. Using mpcInteriorPointSolver you can solve a quadratic programming QP problem using a primal-dual interior-point algorithm with a Mehrotra predictor-correctorThis function provides access to the built-in Model Predictive Control Toolbox interior-point QP solver. It provides efficient implementations of dense and structure-exploiting algorithms to solve small to medium scale problems arising in model predictive control and embedded optimization in general and it relies on the high-performance linear algebra package.