dw-wang / nasoq

NASOQ:Numerically Accurate Sparsity Oriented QP Solver

NASOQ: Numerically Accurate Sparsity Oriented QP Solver

NASOQ is a scalable and efficient Quadratic Programming solver that obtains solutions for requested accuracies. Visit our website for more details: NASOQ Website

Installation

Library requirements

MKL Pardiso (BLAS), OpenMP and METIS.

Building the project

Given that MKL Pardiso and METIS are installed, install NASOQ using following steps:

mkdir build
cd build
cmake -DMKL_ROOT_PATH=path/to/intel -DMETIS_ROOT_PATH=path/to//metis-5.1.0/build/Linux-x86_64/  -DCMAKE_BUILD_TYPE=Release ..
make

A quick script for building and running NASOQ is provided in buildALL.sh. You need to first correct paths to libraries and then you can run it as following:

bash buildAll.sh

Upon successful build you should be able to see data/out.csv and it should be similar to data/out_correct.csv.

For installing on MAc you might need to use GCC so you need to also set the CMAKE compiler flag.

More details are provided in: https://nasoq.github.io/docs/getting-started-nasoq/

Using NASOQ as a Library

You can use NASOQ as a header file and call it in your application. More details: https://nasoq.github.io/docs/getting-started-nasoq/

Testing a QP example

To test a QP example you may also use NASOQ-BIN which is a command line interfce for NASOQ. Some small QP problems are available in data folder. For evaluating NASOQ versus other solvers a separate repository is also provided in: https://github.com/sympiler/nasoq-benchmarks More details: https://nasoq.github.io/docs/repository/

Copyright 2020 Kazem Cheshmi