OSQP
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Related Items (39)
Linear programming with nonparametric penalty programs and iterated thresholding ⋮ QPPAL: A Two-phase Proximal Augmented Lagrangian Method for High-dimensional Convex Quadratic Programming Problems ⋮ Penalized and constrained LAD estimation in fixed and high dimension ⋮ Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization ⋮ \texttt{acados} -- a modular open-source framework for fast embedded optimal control ⋮ A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL$^{T}$ Updates ⋮ Stabilising quasi-time-optimal nonlinear model predictive control with variable discretisation ⋮ An active-set algorithm for norm constrained quadratic problems ⋮ On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming ⋮ Recent advances in quadratic programming algorithms for nonlinear model predictive control ⋮ Proportional-integral projected gradient method for conic optimization ⋮ FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming ⋮ Laplacian-optimized diffusion for semi-supervised learning ⋮ Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks ⋮ Online Mixed-Integer Optimization in Milliseconds ⋮ Semi-explicit model predictive control of quasi linear parameter varying systems ⋮ Continuous-time portfolio optimization for absolute return funds ⋮ Numerical Approximation of Optimal Convex Shapes ⋮ Efficient differentiable quadratic programming layers: an ADMM approach ⋮ On the asymptotic behavior of the Douglas-Rachford and proximal-point algorithms for convex optimization ⋮ COSMO: a conic operator splitting method for convex conic problems ⋮ Anderson Accelerated Douglas--Rachford Splitting ⋮ Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs ⋮ Infeasibility detection in the alternating direction method of multipliers for convex optimization ⋮ Solution refinement at regular points of conic problems ⋮ Douglas-Rachford splitting and ADMM for pathological convex optimization ⋮ Tax-aware portfolio construction via convex optimization ⋮ A proximal augmented method for semidefinite programming problems ⋮ Optimal representative sample weighting ⋮ Efficient semidefinite programming with approximate ADMM ⋮ Spatially varying coefficient models with sign preservation of the coefficient functions ⋮ QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs ⋮ An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods ⋮ Passive Nonlinear Dendritic Interactions as a Computational Resource in Spiking Neural Networks ⋮ A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems ⋮ Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem ⋮ NMPC in active subspaces: dimensionality reduction with recursive feasibility guarantees ⋮ Theoretical characteristics and numerical methods for a class of special piecewise quadratic optimization ⋮ On a primal-dual Newton proximal method for convex quadratic programs
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