A parallel quadratic programming method for dynamic optimization problems

DOI10.1007/s12532-015-0081-7zbMath1321.90094OpenAlexW1971930153MaRDI QIDQ499159

Janick V. Frasch, Moritz Diehl, Sebastian Sager

Publication date: 30 September 2015

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-015-0081-7

zbMATH Keywords

quadratic programmingparallel algorithmsmodel predictive controldual decompositionstructure exploitation

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Quadratic programming (90C20) Newton-type methods (49M15)

Related Items (19)

\texttt{acados} -- a modular open-source framework for fast embedded optimal control ⋮ Recent advances in quadratic programming algorithms for nonlinear model predictive control ⋮ FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming ⋮ ALADIN‐—An open‐source MATLAB toolbox for distributed non‐convex optimization ⋮ A combined first‐ and second‐order approach for model predictive control ⋮ Inexact Newton-Type Optimization with Iterated Sensitivities ⋮ Lifted collocation integrators for direct optimal control in ACADO toolkit ⋮ A Sparsity Preserving Convexification Procedure for Indefinite Quadratic Programs Arising in Direct Optimal Control ⋮ Numerical Structure of the Hessian of the Lagrange Dual Function for a Class of Convex Problems ⋮ Multi-level iterations for economic nonlinear model predictive control ⋮ Distributed optimization and control with ALADIN ⋮ Solving nearly-separable quadratic optimization problems as nonsmooth equations ⋮ A parallel Newton-type method for nonlinear model predictive control ⋮ Newton projection with proportioning using iterative linear algebra for model predictive control with long prediction horizon ⋮ Multiple Shooting in a Microsecond ⋮ From linear to nonlinear MPC: bridging the gap via the real-time iteration ⋮ An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization ⋮ qpDUNES ⋮ ParNMPC – a parallel optimisation toolkit for real-time nonlinear model predictive control

Uses Software

• CPLEX
• qpOASES
• CVXGEN
• fast_mpc

Cites Work

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• Numerically stable methods for quadratic programming
• A New Algorithm for Solving Strictly Convex Quadratic Programs
• An online active set strategy to overcome the limitations of explicit MPC

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