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

delete2022-08-01
delete20
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OA
AI
D
Daniel Arnström
A
Alberto Bemporad
D
Daniel Axehill *
DOI:10.1109/TAC.2022.3176430delete
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Abstract

Abstract

En 中文
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 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.
Keywords:
Embedded optimization
model predictive control
(MPC)
quadratic programming (QP)

Journal

IEEE Transactions on Automatic Control cover
IEEE Transactions on Automatic Control
IF:
7
Papers:
1.3W
Citations:
6.7W

Organization

L
Linkoping University
Scholars:
1.6W
Papers: 1.5W
Citations: 184
I
IMT School for Advanced Studies Lucca
Scholars:
676
Papers: 701
Citations: 693