TinyOSQP

Minimal OSQP integration for MATLAB/Simulink with CMake-based build system.

HowTos

1. Setup & Memory Allocation

   • osqp_setup() need allocated memory
   • This can be done in initialization (e.g. Pre-Op -> Safe-Op)

2. CSC Matrix Format

   • P matrix must be symmetric and only upper triangular part is allowed

     P_sparse = csc_matrix(np.triu(P)) # correct
     P_sparse = csc_matrix(P) # wrong

3. Solver settings: Enable polishing and set maxIter to 50 or 100

   	if (m_osqp_settings) {
   	osqp_set_default_settings(m_osqp_settings);
   	m_osqp_settings->polishing = 1;
   	m_osqp_settings->polish_refine_iter = 3;
   	m_osqp_settings->scaled_termination = 0;
   	m_osqp_settings->scaling = 10;
   	m_osqp_settings->max_iter = 50;
       }

   • See section 4 solution polishing of OSQP paper

4. Prefer Vector Updates only (Matrix update needs inversion of new KKT matrix)

   • See section 6 Parametric programs of OSQP paper
   • If system dynamics and sparsity do not change, update q,l,u only in realtime

5. Matrix Updates

   • Allowed only if sparsity structure is unchanged
   • See example, use OSQP_NULL as index to update values

6. Constraints

   • Avoid unnecessary box constraints that are never active
   • E.g. Maximum position/velocity/acceleration
   • NO need if the controller stays stable around set points