BFGS

Implementation of Broyden, Fletcher, Goldfarb and Shanno's (BFGS) quasi Newton's method in c++.

Installation

git clone git@github.com:gcjyzdd/BFGS.git
cd BFGS
chmod +x test.sh
./test.sh

Examples

In the main.cpp, there is an example of applying BFGS to solve model predictive control.

To run the example, type

./bin/mpc_test

The result of MPC is shown below:

<div style="text-align:center"><img src ='./images/demo_mpc.png' /></div>

It takes 4.87416ms to solve MPC per run on my PC.

Dependencies

Eigen-3.3 or later.

TODO

Show a demo of comparison with the matlab example Swing-up Control of a Pendulum Using Nonlinear Model Predictive Control.