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A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL- Updates | IEEE Journals & Magazine | IEEE Xplore

A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL^{T} Updates


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 applica...Show More

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 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.
Published in: IEEE Transactions on Automatic Control ( Volume: 67, Issue: 8, August 2022)
Page(s): 4362 - 4369
Date of Publication: 20 May 2022

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