Solving simple NLP problem (exploit BLASFEO performance)

User Questions
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4

You can try to solve the problem with acados from Matlab, by setting

  • N = 1
  • have free x_0
  • set \dot{x} = 0
  • use f(x) as a terminal cost term
  • use a cheap integrator ERK with 1 stage and 1 step
  • set h(x) as a terminal constraint

Note:

  • A lot of complexity will be in the Casadi generated problem functions
  • The QP solutions will be done with Blasfeo and HPIPM
  • You will probably need a more careful initialization compared to CasADi + IPOPT. acados does not have stable globalization (yet), so it might not converge.
  • But there could be quite a speed up if it works, depending on your problem.

Cheers,
Jonathan