OSQP: An operator splitting solver for quadratic programs
We present a general-purpose solver for convex quadratic programs based on the
alternating direction method of multipliers, employing a novel operator splitting technique …
alternating direction method of multipliers, employing a novel operator splitting technique …
Recent advances in quadratic programming algorithms for nonlinear model predictive control
Over the past decades, the advantages of optimization-based control techniques over
conventional controllers inspired developments that enabled the use of model predictive …
conventional controllers inspired developments that enabled the use of model predictive …
OpEn: Code generation for embedded nonconvex optimization
Abstract We present Optimization Engine (OpEn): an open-source code generation
framework for real-time embedded nonconvex optimization, which implements a novel …
framework for real-time embedded nonconvex optimization, which implements a novel …
Online mixed-integer optimization in milliseconds
We propose a method to approximate the solution of online mixed-integer optimization (MIO)
problems at very high speed using machine learning. By exploiting the repetitive nature of …
problems at very high speed using machine learning. By exploiting the repetitive nature of …
Constant function market makers: Multi-asset trades via convex optimization
The rise of Ethereum and other blockchains that support smart contracts has led to the
creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable …
creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable …
Infeasibility detection in the alternating direction method of multipliers for convex optimization
The alternating direction method of multipliers is a powerful operator splitting technique for
solving structured optimization problems. For convex optimization problems, it is well known …
solving structured optimization problems. For convex optimization problems, it is well known …
Learning convex optimization control policies
Many control policies used in applications compute the input or action by solving a convex
optimization problem that depends on the current state and some parameters. Common …
optimization problem that depends on the current state and some parameters. Common …
Global optimization via inverse distance weighting and radial basis functions
A Bemporad - Computational Optimization and Applications, 2020 - Springer
Global optimization problems whose objective function is expensive to evaluate can be
solved effectively by recursively fitting a surrogate function to function samples and …
solved effectively by recursively fitting a surrogate function to function samples and …
[HTML][HTML] GPU acceleration of ADMM for large-scale quadratic programming
The alternating direction method of multipliers (ADMM) is a powerful operator splitting
technique for solving structured convex optimization problems. Due to its relatively low per …
technique for solving structured convex optimization problems. Due to its relatively low per …
Unified multirate control: From low-level actuation to high-level planning
In this article, we present a hierarchical multirate control architecture for nonlinear
autonomous systems operating in partially observable environments. Control objectives are …
autonomous systems operating in partially observable environments. Control objectives are …