Implementation of a high-performance QP solver for MPC applications

The goal of the project is to implement a particular algorithm for solving a quadratic program (QP) that is to be used within model predictive control (MPC) applications. The algorithm is described in the paper

• ŠANTIN, Ondřej, et al. Proportioning with second-order information for model predictive control. Optimization Methods and Software, 2017, 32.3: 436-454, DOI: 10.1080/10556788.2016.1213840.

The algorithm is reportedly working very well (could even challenge solvers such as OSQP and qpOASES) but the implementation of the solver is not available in the public domain (it is used in industry by our colleagues and former students). The goal of this project is to make the algorithm available to a wider community of users as an open-source project.  

The algorithm could be implemented in C/C++, Matlab, Python and/or Julia. 

Some benchmarking and comparison with other available solvers will have to be involved too.