scs-eigen

Simple C++ wrapper for scs library.

Dependencies

The project depends only on scs and Eigen3. Please install scs using the cmake-build system provided in this repository.

Usage

  1. Clone the repository git clone https://github.com/GiulioRomualdi/scs-eigen

  2. Build it

    cd scs-eigen
mkdir build
cd build
cmake -DCMAKE_INSTALL_PREFIX:PATH=<custom-folder> ../
make
make install
  3. Add the following environmental variable ScsEigen_DIR=/path/where/you/installed/

How to include the library in your CMake project

scs-eigen provides native CMake support which allows the library to be easily used in CMake projects. scs-eigen exports a CMake target called ScsEigen::ScsEigen which can be imported using the find_package CMake command and used by calling target_link_libraries as in the following example:

cmake_minimum_required(VERSION 3.0)
project(myproject)
find_package(ScsEigen REQUIRED)
add_executable(example example.cpp)
target_link_libraries(example ScsEigen::ScsEigen)

In your code

#include <ScsEigen/ScsEigen.h>

...

auto solver = ScsEigen::Solver();

...

How to use the library

scs-eigen introduces the ScsEigen::MathematicalProgram class that can be used to easily design a convex optimization problem.

ScsEigen::MathematicalProgram can be seen as an helper that allows you to easily add convex costraints and convex costs. Once the cost and the constraints have been added to ScsEigen::MathematicalProgram, ScsEigen::Solver will perform the so called conic-embedding to convert them in a form compatible with scs.

We provide a list of self-contained examples that can be used as a reference to build an optimization problem:

  • QP contains an example of Quadratic Programming (QP) problem
  • QCQP contains an example of Quadratic Constraint Quadratic Programming (QCQP) problem

License

Materials in this repository are distributed under the following license:

All software is licensed under the MIT License. See LICENSE file for details.