Problem Formulation

Since acados mainly aims on providing SQP type methods for optimal control, it naturally needs optimal control structured nonlinear programming formulations (OCP NLP) and quadratic programming (QP) formulations to tackle the subproblems within SQP.

Optimal control structured NLP (OCP NLP)

The problem formulation targeted by acados OCP solver is stated here: https://github.com/acados/acados/blob/master/docs/problem_formulation/problem_formulation_ocp_mex.pdf

QP formulations (dense and OCP structured)

acados relies on HPIPM for reformulating QP problems via (partial) condensing and expansion routines. In order to use them efficiently, we use the flexible QP formulations from HPIPM. Those are the optimal control structured quadratic programming formulation (OCP QP) and the dense QP formulation.

Both problem formulations are documented in the HPIPM guide.