A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates

2021/03/30 by Daniel Arnström, Alberto Bemporad, Arnström, Daniel +3 · 8 citations
Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #Control Systems and Identification #FOS: Electrical engineering #FOS: Mathematics #Optimization and Control (math.OC) #Stability and Control of Uncertain Systems #Systems and Control (eess.SY) #cs.SY #eess.SY #electronic engineering #information engineering #math.OC

paper · pdf · doi:10.48550/arxiv.2103.16236

openalex publication_date 2021/03/30 · arxiv created 2021/10/12 · arxiv updated 2021/10/13 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28

Abstract

In this paper we present a dual active-set solver for quadratic programming which has properties suitable for use in embedded model predictive control applications. In particular, the solver is efficient, can easily be warm-started, and is simple to code. Moreover, the exact worst-case computational complexity of the solver can be determined offline and, by using outer proximal-point iterations, ill-conditioned problems can be handled in a robust manner.

Citations

• OSQP: An Operator Splitting Solver for Quadratic Programs

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• Efficient Configuration-Constrained Tube MPC via Variables Restriction and Template Selection
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