OSQP
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Cited in
(only showing first 100 items - show all)- LDL
- PALP
- ALISTA
- LADEL
- QPDAS
- OptNet
- ConstrainedLasso
- NASOQ
- EBCT
- DELAUNAYSPARSE
- QPDO
- SparClur
- AbstractDifferentiation.jl
- ProxSDP
- Pinocchio
- RACQP
- rsw
- ProximalOperators.jl
- DistOpt
- Recent advances in quadratic programming algorithms for nonlinear model predictive control
- TSNNLS
- CHOMPACK
- OOQP
- ACADO
- SparseCoLO
- NewtonKKTqp
- qpOASES
- SOLNP
- HQP/OMUSES
- Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs
- Algorithm 587
- QPBLUR
- FiOrdOs
- CasADi
- QPSchur
- CVXGEN
- Skyblue
- LSSOL
- Tax-aware portfolio construction via convex optimization
- A proximal augmented method for semidefinite programming problems
- Optimal representative sample weighting
- Efficient semidefinite programming with approximate ADMM
- Spatially varying coefficient models with sign preservation of the coefficient functions
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
- An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
- A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems
- NMPC in active subspaces: dimensionality reduction with recursive feasibility guarantees
- Theoretical characteristics and numerical methods for a class of special piecewise quadratic optimization
- On a primal-dual Newton proximal method for convex quadratic programs
- Penalized and constrained LAD estimation in fixed and high dimension
- \texttt{acados} -- a modular open-source framework for fast embedded optimal control
- An active-set algorithm for norm constrained quadratic problems
- On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
- Proportional-integral projected gradient method for conic optimization
- FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming
- Laplacian-optimized diffusion for semi-supervised learning
- On the asymptotic behavior of the Douglas-Rachford and proximal-point algorithms for convex optimization
- COSMO: a conic operator splitting method for convex conic problems
- Spider
- Infeasibility detection in the alternating direction method of multipliers for convex optimization
- Solution refinement at regular points of conic problems
- Douglas-Rachford splitting and ADMM for pathological convex optimization
- NETLIB LP Test Set
- ECOS
- qpDUNES
- CVXPY
- DuQuad
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
- Semi-explicit model predictive control of quasi linear parameter varying systems
- Continuous-time portfolio optimization for absolute return funds
- Hybrid Toolbox
- Efficient differentiable quadratic programming layers: an ADMM approach
- Anderson
- SCS
- hiertest
- BLASFEO
- SnapVX
- PESTO
- Model Predictive Control Toolbox
- CVXR
- NCVX
- spgwr
- treeQP
- HPMPC
- acados
- HPIPM
- POGS
- CVXPortfolio
- Convex.jl
- fast_mpc
- FOM
- Apollo
- RiskPortfolios
- GRAMPC
- VIATOC
- FalcOpt
- SuiteSparse.GraphBLAS
- FBstab
- CLA
- QPALM
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