Transcription of OSQP: An Operator Splitting Solver for Quadratic Programs
{{id}} {{{paragraph}}}
Example: confidence
OSQP: An Operator Splitting Solver for Quadratic Programs
OSQP: An Operator Splitting Solver forQuadratic ProgramsBartolomeo Stellato, Goran Banjac, Paul Goulart,Alberto Bemporad, and Stephen BoydFebruary 13, 2020 AbstractWe present a general-purpose Solver for convex Quadratic Programs based on thealternating direction method of multipliers, employing a novel Operator Splitting tech-nique that requires the solution of a quasi-definite linear system with the same co-efficient matrix at almost every iteration. Our algorithm is very robust, placing norequirements on the problem data such as positive definiteness of the objective func-tion or linear independence of the constraint functions. It can be configured to bedivision-free once an initial matrix factorization is carried out, making it suitable forreal-time applications in embedded systems. In addition, our technique is the first op-erator Splitting method for Quadratic Programs able to reliably detect primal and dualinfeasible problems from the algorithm iterates.
OSQP: An Operator Splitting Solver for Quadratic Programs Bartolomeo Stellato, Goran Banjac, Paul Goulart, Alberto Bemporad, and Stephen Boyd January 9, 2018
Loading..
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document: