A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates
Optimization and Control
2021-10-13 v2 Systems and Control
Systems and Control
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.
Keywords
Cite
@article{arxiv.2103.16236,
title = {A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates},
author = {Daniel Arnström and Alberto Bemporad and Daniel Axehill},
journal= {arXiv preprint arXiv:2103.16236},
year = {2021}
}