FiOrdOs is a Matlab toolbox for automated C-code generation of first-order methods for the class of
parametric convex programs
where all of the problem data can be parametric.
The parametric program has the following properties:
The toolbox implements the gradient method and the fast gradient method. For both methods, also a variant with adaptive step size is available.
If a (sub)problem can be solved analytically, the appropriate analytical solution is implemented.
In case of an equality and/or an inequality constraint, the dual problem is solved (Lagrange relaxation of equality and inequality constraint).
The copyright is with the Automatic Control Lab, ETH Zurich.
FiOrdOs is licensed under the GPL 3.0. In order to promote the Open Source idea under which this software is licensed, the resulting output from this software or modified output shall also be published under the GPL 3.0. For your convenience, a respective comment line is added to any output that this software generates.
If you are interested in using the generated output commercially, please contact the Automatic Control Lab, ETH Zurich.
FiOrdOs is available via tbxmanager, which simplifies the installation and update of freely available Matlab toolboxes.
To install FiOrdOs for the first time, follow these steps in Matlab:
tbxmanager install fiordos yalmip sedumi
help fiordos(shows the help)
fiordos_userguide(opens the user guide in pdf-format)
To update FiOrdOs and other installed toolboxes, simply run
for-loops for all matrix-vector/matrix-matrix multiplications by default
If you have suggestions for improvements or encounter any troubles, just send an e-mail to firstname.lastname@example.org. We are happy to help!