Installing precompiled package

PIQP can be directly installed running the following commands

websave('install_piqp.m','https://raw.githubusercontent.com/PREDICT-EPFL/piqp/main/interfaces/matlab/install_piqp.m');
install_piqp

Building and Installing from Source

To build PIQP it is required to have CMake, Eigen 3.3.4+ and a compatible compiler like GCC, Clang, or Visual Studio with C++ extensions on Windows installed. CMake and a compatible compiler should already be installed on most systems.

Installing Eigen

on macOS via Homebrew

brew install eigen

on Ubuntu

sudo apt install libeigen3-dev

on Windows via Chocolatey

choco install eigen

building from source

# clone Eigen
git clone https://gitlab.com/libeigen/eigen.git eigen
cd eigen
git checkout 3.4.0

# build Eigen
mkdir build
cd build
cmake .. -DCMAKE_BUILD_TYPE=Release
cmake --build .

# install Eigen
cmake --install .

Building and Installing PIQP

• Clone PIQP from Github

  git clone https://github.com/PREDICT-EPFL/piqp.git
  

• Build the interface in Matlab by executing the following commands

  cd interfaces/matlab
  make_piqp
  

  This will build and package the Matlab interface into a piqp-matlab-{platform}64.tar.gz file. You can also directly add the interface to the search path in Matlab by running

  addpath(pwd)
  savepath