Matlab

Before generating code for a parametric problem, the problem should be first specified in the setup phase. See Setup for more details.

Codegen

The code is generated by running

m.codegen(dir_name, varargin)

The argument dir_name is the name of a directory where the generated code is stored. The second argument varargin specifies additional codegen options shown in the following table

Option	Description	Allowed values
project_type	Build environment	'' (default) 'Makefile' 'MinGW Makefiles' 'Unix Makefiles' 'CodeBlocks' 'Xcode'
parameters	Problem parameters	'vectors' (default) 'matrices'
mexname	Name of the compiled mex interface	'emosqp' (default) Nonempty string
force_rewrite	Rewrite existing directory	false (default) true
FLOAT	Use float type instead of double	false (default) true
LONG	Use long long type instead of int	true (default) false

You can pass the options as field-value pairs, e.g.,

m.codegen('code', 'parameters', 'matrices', 'mexname', 'emosqp');

If the project_type argument is not passed or is set to '', then no build files are generated.

Mex interface

Once the code is generated the following functions are provided through its mex interface. Each function is called as

emosqp('function_name');

where emosqp is the name of the mex interface specified in the previous section

emosqp('solve')

Solve the problem.

Returns:

multiple variables [x, y, status_val, iter, run_time]

• x (ndarray) - Primal solution

• y (ndarray) - Dual solution

• status_val (int) - Status value as in Status values and errors

• iter (int) - Number of iterations

• run_time (double) - Run time

emosqp('update_lin_cost', q_new)

Update linear cost.

Parameters:

q_new (ndarray) – New linear cost vector

emosqp('update_lower_bound', l_new)

Update lower bound in the constraints.

Parameters:

l_new (ndarray) – New lower bound vector

emosqp('update_upper_bound', u_new)

Update upper bound in the constraints.

Parameters:

u_new (ndarray) – New upper bound vector

emosqp('update_bounds', l_new, u_new)

Update lower and upper bounds in the constraints.

Parameters:

• l_new (ndarray) – New lower bound vector

• u_new (ndarray) – New upper bound vector

If the code is generated with the option parameters set to 'matrices', then the following functions are also provided

emosqp('update_P', Px, Px_idx, Px_n)

:noindex:

Update nonzero entries of the quadratic cost matrix (only upper triangular) without changing sparsity structure.

param ndarray Px:

Values of entries to be updated

param ndarray Px_idx:

Indices of entries to be updated. Pass [] if all the indices are to be updated

param int Px_n:

Number of entries to be updated. Used only if Px_idx is not [].

emosqp('update_A', Ax, Ax_idx, Ax_n)

Update nonzero entries of the constraint matrix.

Parameters:

• Ax (ndarray) – Values of entries to be updated

• Ax_idx (ndarray) – Indices of entries to be updated. Pass [] if all the indices are to be updated

• Ax_n (int) – Number of entries to be updated. Used only if Ax_idx is not [].

emosqp('update_P_A', Px, Px_idx, Px_n, Ax, Ax_idx, Ax_n)

:noindex:

Update nonzero entries of the quadratic cost and constraint matrices. It considers only the upper-triangular part of P.

param ndarray Px:

Values of entries to be updated

param ndarray Px_idx:

Indices of entries to be updated. Pass [] if all the indices are to be updated

param int Px_n:

Number of entries to be updated. Used only if Px_idx is not [].

param ndarray Ax:

Values of entries to be updated

param ndarray Ax_idx:

Indices of entries to be updated. Pass [] if all the indices are to be updated

param int Ax_n:

Number of entries to be updated. Used only if Ax_idx is not [].

You can update all the nonzero entries in matrix \(A\) by running

emosqp('update_A', Ax_new, [], 0);