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arXiv · 2103.16236

A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates

Daniel Arnström·Alberto Bemporad·Daniel Axehill
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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.

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Daniel Arnström, Alberto Bemporad, Daniel Axehill. 2021-03-30. A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates. https://arxiv.org/abs/2103.16236

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