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DuQuad: A toolbox for solving convex quadratic programs using dual (augmented) first order algorithms

In this paper we present the toolbox DuQuad specialized for solving general convex quadratic problems arising in many engineering applications (e.g. embedded predictive control problems). Several versions of dual first order methods are implemented in the programming language C, and optimized for low iteration complexity and low memory footprint. The toolbox has a dynamic Matlab interface which make the process of testing, comparing, and analyzing the algorithms simple. The algorithms are implemented using only basic arithmetic and logical operations and thus are suitable to run on low cost embedded hardware. It is shown that if an approximate solution is sufficient for a given application, there exists problems where some of the implemented algorithms obtain the solution faster than state-of-the-art commercial solvers.