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

2021/03/30 by Daniel Arnström, Alberto Bemporad, Arnström, Daniel +3 · 6 citations
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) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2103.16236

openalex publication_date 2021/03/30 · 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\nwhich has properties suitable for use in embedded model predictive control\napplications. In particular, the solver is efficient, can easily be\nwarm-started, and is simple to code. Moreover, the exact worst-case\ncomputational complexity of the solver can be determined offline and, by using\nouter proximal-point iterations, ill-conditioned problems can be handled in a\nrobust manner.\n

Citations

• OSQP: an operator splitting solver for quadratic programs

Cited by

• Bridging Reinforcement Learning and Optimal Control via Feasible Action Mapping
• Prioritized Constraints in Optimization-Based Control
• Warm-starting active-set solvers using graph neural networks
• Real-Time QP Solvers: A Concise Review and Practical Guide Towards Legged Robots
• DQ-NMPC: Dual-Quaternion NMPC for Quadrotor Flight
• Outplaying elite table tennis players with an autonomous robot

Related

• A Unifying Complexity Certification Framework for Active-Set Methods for\n Convex Quadratic Programming
• Active-set prediction in quadratic programming using interior point methods and controlled perturbations
• A New Active Set Scheme for Quadratic Programing
• A Constraint-Reduced MPC Algorithm for Convex Quadratic Programming, with a Modified Active Set Identification Scheme
• imuQP: An Inverse-Matrix-Updates-Based Fast QP Solver Suitable for Real-Time MPC