OSQP
From MaRDI portal
Cited in
(only showing first 100 items - show all)- cuPDLP
- QPPAL
- sparseGraph
- VeLO
- SCOT
- A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL$^{T}$ Updates
- Operator splitting for a homogeneous embedding of the linear complementarity problem
- Semi-explicit model predictive control of quasi linear parameter varying systems
- Pinocchio
- ALISTA
- LADEL
- QPDAS
- OptNet
- ConstrainedLasso
- DELAUNAYSPARSE
- EBCT
- NASOQ
- AbstractDifferentiation.jl
- ProxSDP
- QPDO
- SparClur
- ProximalOperators.jl
- RACQP
- rsw
- Continuous-time portfolio optimization for absolute return funds
- Laplacian-optimized diffusion for semi-supervised learning
- FORCES NLP
- Passive nonlinear dendritic interactions as a computational resource in spiking neural networks
- COSMO: a conic operator splitting method for convex conic problems
- Efficient semidefinite programming with approximate ADMM
- Spatially varying coefficient models with sign preservation of the coefficient functions
- An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
- Optimal representative sample weighting
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
- On a primal-dual Newton proximal method for convex quadratic programs
- Numerical Approximation of Optimal Convex Shapes
- MATMPC
- qpSWIFT
- A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems
- 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
- Douglas-Rachford splitting and ADMM for pathological convex optimization
- FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming
- NMPC in active subspaces: dimensionality reduction with recursive feasibility guarantees
- Theoretical characteristics and numerical methods for a class of special piecewise quadratic optimization
- JAXopt
- Infeasibility detection in the alternating direction method of multipliers for convex optimization
- Stabilising quasi-time-optimal nonlinear model predictive control with variable discretisation
- Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
- Anderson Accelerated Douglas--Rachford Splitting
- On the asymptotic behavior of the Douglas-Rachford and proximal-point algorithms for convex optimization
- Penalized and constrained LAD estimation in fixed and high dimension
- Recent advances in quadratic programming algorithms for nonlinear model predictive control
- Linear programming with nonparametric penalty programs and iterated thresholding
- Tax-aware portfolio construction via convex optimization
- Efficient differentiable quadratic programming layers: an ADMM approach
- Online Mixed-Integer Optimization in Milliseconds
- LDL
- PALP
- DistOpt
- CHOMPACK
- TSNNLS
- ACADO
- OOQP
- NewtonKKTqp
- SparseCoLO
- HQP/OMUSES
- Algorithm 587
- qpOASES
- SOLNP
- FiOrdOs
- QPBLUR
- CasADi
- QPSchur
- CVXGEN
- Skyblue
- LSSOL
- Spider
- NETLIB LP Test Set
- ECOS
- qpDUNES
- CVXPY
- DuQuad
- Anderson
- Hybrid Toolbox
- SCS
- hiertest
- BLASFEO
- SnapVX
- Apollo
- PESTO
- CVXR
- Model Predictive Control Toolbox
- NCVX
- spgwr
- HPMPC
- treeQP
- acados
- Convex.jl
This page was built for software: OSQP
