The following pages link to OSQP (Q38682):
Displaying 32 items.
- Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization (Q823888) (← links)
- Recent advances in quadratic programming algorithms for nonlinear model predictive control (Q1633780) (← links)
- Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs (Q1737602) (← links)
- Tax-aware portfolio construction via convex optimization (Q2031994) (← links)
- A proximal augmented method for semidefinite programming problems (Q2048441) (← links)
- Optimal representative sample weighting (Q2058720) (← links)
- Efficient semidefinite programming with approximate ADMM (Q2073055) (← links)
- Spatially varying coefficient models with sign preservation of the coefficient functions (Q2084430) (← links)
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs (Q2088967) (← links)
- An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods (Q2089775) (← links)
- A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems (Q2095329) (← links)
- NMPC in active subspaces: dimensionality reduction with recursive feasibility guarantees (Q2103689) (← links)
- Theoretical characteristics and numerical methods for a class of special piecewise quadratic optimization (Q2106225) (← links)
- On a primal-dual Newton proximal method for convex quadratic programs (Q2114815) (← links)
- Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
- \texttt{acados} -- a modular open-source framework for fast embedded optimal control (Q2125577) (← links)
- An active-set algorithm for norm constrained quadratic problems (Q2133422) (← links)
- On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming (Q2136507) (← links)
- Proportional-integral projected gradient method for conic optimization (Q2151872) (← links)
- FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming (Q2173976) (← links)
- Laplacian-optimized diffusion for semi-supervised learning (Q2180649) (← links)
- On the asymptotic behavior of the Douglas-Rachford and proximal-point algorithms for convex optimization (Q2230792) (← links)
- COSMO: a conic operator splitting method for convex conic problems (Q2231337) (← links)
- Infeasibility detection in the alternating direction method of multipliers for convex optimization (Q2275323) (← links)
- Solution refinement at regular points of conic problems (Q2282811) (← links)
- Douglas-Rachford splitting and ADMM for pathological convex optimization (Q2282817) (← links)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
- Semi-explicit model predictive control of quasi linear parameter varying systems (Q2681180) (← links)
- Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
- Efficient differentiable quadratic programming layers: an ADMM approach (Q2696912) (← links)
- Passive Nonlinear Dendritic Interactions as a Computational Resource in Spiking Neural Networks (Q5004284) (← links)
- Online Mixed-Integer Optimization in Milliseconds (Q5106419) (← links)
