A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates

DOI10.1109/TAC.2022.3176430MaRDI QIDQ6364095arXivWikidataFDO

Authors Daniel Arnström, A. Bemporad, Daniel Axehill

Publication date 30 March 2021

Published in arXiv

Full work available at URL https://doi.org/10.1109/TAC.2022.3176430

Mathematics Subject Classification ID

Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Quadratic programming (90C20) Model predictive control (93B45)

arXiv classification

cs.SYeess.SYmath.OC

Abstract: In this paper we present a dual active-set solver for quadratic programming which has properties suitable for use in embedded model predictive control applications. In particular, the solver is efficient, can easily be warm-started, and is simple to code. Moreover, the exact worst-case computational complexity of the solver can be determined offline and, by using outer proximal-point iterations, ill-conditioned problems can be handled in a robust manner.

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