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NASOQ:Numerically Accurate Sparsity Oriented QP Solver

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NASOQ: Numerically Accurate Sparsity Oriented QP Solver

NASOQ is a scalable and efficient Quadratic Programming solver that obtains solutions for requested accuracies. LBL is a parallel sparse symmetric indefinite linear solver.

Quick Build Guide for Impatient Users

If you have CMake 3.16 or higher and a C++11 compiler, then:

Installation

Library requirements

MKL Pardiso or OpenBlas (BLAS), OpenMP and METIS. Cmake handles METIS. If you install OpenBlas in its default location (sudo make install), Cmake will detect it.

METIS is a mandatory dependency in this branch. It can be installed by

sudo aptitude install libmetis-dev

Building the project

Given that MKL Pardiso or OpenBlas are installed, install NASOQ using following steps:

git clone https://github.com/sympiler/nasoq.git
cd nasoq
cmake -DNASOQ_BLAS_BACKEND=OpenBLAS -DNASOQ_USE_CLAPACK=ON -DCMAKE_BUILD_TYPE=Release  -S . -B build
cmake --build build --config Release -j 6 

If you install Intel MKL via apt, path/to/intel is /opt/intel.

For details, please see the table below.

Table of Contents:

Copyright 2022 Kazem Cheshmi

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