A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates
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Publication:6364095
DOI10.1109/TAC.2022.3176430arXiv2103.16236WikidataQ114085425 ScholiaQ114085425MaRDI QIDQ6364095
Daniel Axehill, Daniel Arnström, Alberto Bemporad
Publication date: 30 March 2021
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.
Quadratic programming (90C20) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Model predictive control (93B45)
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