OSQP: An operator splitting solver for quadratic programs

B Stellato, G Banjac, P Goulart, A Bemporad… - Mathematical …, 2020 - Springer
We present a general-purpose solver for convex quadratic programs based on the
alternating direction method of multipliers, employing a novel operator splitting technique …

Recent advances in quadratic programming algorithms for nonlinear model predictive control

D Kouzoupis, G Frison, A Zanelli, M Diehl - Vietnam Journal of …, 2018 - Springer
Over the past decades, the advantages of optimization-based control techniques over
conventional controllers inspired developments that enabled the use of model predictive …

OpEn: Code generation for embedded nonconvex optimization

P Sopasakis, E Fresk, P Patrinos - IFAC-PapersOnLine, 2020 - Elsevier
Abstract We present Optimization Engine (OpEn): an open-source code generation
framework for real-time embedded nonconvex optimization, which implements a novel …

Online mixed-integer optimization in milliseconds

D Bertsimas, B Stellato - INFORMS Journal on Computing, 2022 - pubsonline.informs.org
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 …

Constant function market makers: Multi-asset trades via convex optimization

G Angeris, A Agrawal, A Evans, T Chitra… - Handbook on …, 2022 - Springer
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 …

Infeasibility detection in the alternating direction method of multipliers for convex optimization

G Banjac, P Goulart, B Stellato, S Boyd - Journal of Optimization Theory …, 2019 - Springer
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 …

Learning convex optimization control policies

A Agrawal, S Barratt, S Boyd… - Learning for Dynamics …, 2020 - proceedings.mlr.press
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 …

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 …

[HTML][HTML] GPU acceleration of ADMM for large-scale quadratic programming

M Schubiger, G Banjac, J Lygeros - Journal of Parallel and Distributed …, 2020 - Elsevier
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 …

Unified multirate control: From low-level actuation to high-level planning

U Rosolia, A Singletary… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
In this article, we present a hierarchical multirate control architecture for nonlinear
autonomous systems operating in partially observable environments. Control objectives are …