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FiOrdOs Toolbox


F. Ullmann, S. Richter


FiOrdOs is a Matlab toolbox for automated C-code generation of first-order methods for parametric convex programs with a quadratic cost and with a feasible set being the intersection of (i) a 'simple' convex set for which a projection can be evaluated at low cost, (ii) an affine set (optionally), and (iii) a polyhedron (optionally). Besides C-code, FiOrdOs generates tailored interfaces for calling the solver from Matlab or Simulink. Additional features include optimal preconditioning and certification of the iteration count.

Current version: 2.0 (R20140930)
License: GPL 3.0

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