In this technical article, we present a dual active-set solver for quadratic programming that has properties suitable for use in embedded model predictive control applications. In particu- lar, the solver is efficient, can easily be warm started, and is simple to code. Moreover, the exact worst-case computational complex- ity of the solver can be determined offline and, by using outer proximal-point iterations, ill-conditioned problems can be handled in a robust manner.
A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDLT Updates / Arnstrom, D.; Bemporad, A.; Axehill, D.. - In: IEEE TRANSACTIONS ON AUTOMATIC CONTROL. - ISSN 1558-2523. - 67:8(2022), pp. 4362-4369. [10.1109/TAC.2022.3176430]
A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDLT Updates
Bemporad A.;
2022
Abstract
In this technical article, we present a dual active-set solver for quadratic programming that has properties suitable for use in embedded model predictive control applications. In particu- lar, the solver is efficient, can easily be warm started, and is simple to code. Moreover, the exact worst-case computational complex- ity of the solver can be determined offline and, by using outer proximal-point iterations, ill-conditioned problems can be handled in a robust manner.| File | Dimensione | Formato | |
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