Generating Custom Solver

Below is code that will generate a custom solver for the problem family defined in simple example.

import qocogen
import numpy as np
from scipy import sparse

# Define problem data
P = sparse.diags([2, 2, 2, 0], 0).tocsc()

c = np.array([0, 0, 0, 1])
G = -sparse.identity(4).tocsc()
h = np.zeros(4)
A = sparse.csc_matrix([[1, 1, 0, 0], [0, 1, 1, 0]]).tocsc()
b = np.array([1, 1])

l = 1
n = 4
m = 4
p = 2
nsoc = 1
q = np.array([3])

# Generate custom solver in this directory with name qoco_custom.
qocogen.generate_solver(n, m, p, P, c, A, b, G, h, l, nsoc, q, ".", "qoco_custom")

You should now find your custom solver in the qoco_custom directory within the current directory along with a file titled runtest.c which demonstrates how to call qoco_custom to solve the problem instance specified when generating the solver.