Numerical solvers for MPC

QP solvers suitable for (linear) MPC

The extra features needed for MPC:

  • warmstarting requires fesibility of the previous solution. Some methods the iterations may temporarily lose feasibility, which can be a problem if only a fixed number of iterations is allowed (in favor of predictable timing).
  • …

A curated list of QP solvers is maintained at https://github.com/qpsolvers/qpbenchmark. Below are a few most popular from the open-source domain. Most if not all of them can be interfaced from various programming languages.

Higher-level tools

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