🙋 [OPEN] Implement active-set method #15
Description
What is the priority?
Low (Nice to have, but not critical).
What would we like to have?
At the moment, inequality constraints are obeyed using the interior point method. There is evidence that the active set method is faster for small-to-medium scale problems:
Goswami, N., Mondal, S. K., & Paruya, S. (2012). A comparative study of dual active-set and primal-dual interior-point method. IFAC Proceedings Volumes, 45(15), 620–625. https://doi.org/10.3182/20120710-4-SG-2026.00029
Kuindersma, S., Permenter, F., & Tedrake, R. (2014). An efficiently solvable quadratic program for stabilizing dynamic locomotion. IEEE Transactions on Robotics, 31(4), 1–17. https://doi.org/10.1109/TRO.2014.2328323
What is the immediate benefit?
- Able to compare the speed & precision of the different methods
- Give users the ability to choose the method suited to their task
- Potentially increase the speed for specific applications
What implications will it have?
- More options to reach a wider user base
- Potentially faster & more robust results for more complicated problems