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FiOrdOs: A Matlab Toolbox for C-Code Generation for First Order Methods

Author(s):

F. Ullmann
Conference/Journal:

Master Thesis, FS 11 (10025)
Abstract:

This master thesis deals with the development of a Matlab toolbox, called FiOrdOs, that implements provably efficient first order optimization methods, for instance, Nesterov's fast gradient method. The toolbox allows one to generate tailored solver code for parametric convex quadratic programs with a feasible set being the intersection of a simple set and an affine set. From the optimization problem's description in Matlab, portable C code is generated. This code can be used directly in C or also in Matlab through a MEX-interface. For a subclass of problems, additional functionalities such as optimal preconditioning and certification of the iteration count are provided. As a first proof of concept, the toolbox was successfully used to generate code for the trajectory tracking controller of a quadrotor.

Year:

2011
Type of Publication:

(12)Diploma/Master Thesis
Supervisor:

S. Richter

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@Mastersthesis{ Ull:2011:IFA_3925,
    author = {F. Ullmann},
    title  = {{{FiOrdOs}: A Matlab Toolbox for {C}-Code Generation for First Order Methods}},
    year = {2011},
    school = {ETH Zurich}
}
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