What QP solvers have you used for linear MPC in your own projects?
I’m using Python and at this moment prefer using only numpy for linear algebra. So far I’ve implemented the Hildreth QP algorithm which is simple and works for small QP problems without tuning any optimization parameters but I have hard time making other algorithms work (ALM, interior point, active set methods etc.) because they need tweaking parameters. My MPC implementation is in the lifted system matrices form described for example in https://arxiv.org/abs/2109.11986
I know using proven solvers is the common way to get around with this but for educational purposes I’m not going nuclear and use e.g. IPOPT and CasADi just yet. So coming back to the question in the title. Which QP algorithms have you implemented yourself and seem to get good results?
The Hildreth QP is mentioned in these books:
https://sites.science.oregonstate.edu/\~show/old/142\_Luenberger.pdf