OSQP

swMATH26960MaRDI QIDQ38682FDOQ38682

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Described by source

• OSQP: An Operator Splitting Solver for Quadratic Programs

Cited In (39)

• 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
• Stabilising quasi-time-optimal nonlinear model predictive control with variable discretisation
• Infeasibility detection in the alternating direction method of multipliers for convex optimization
• 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
• Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
• Recent advances in quadratic programming algorithms for nonlinear model predictive control
• Linear programming with nonparametric penalty programs and iterated thresholding
• Efficient differentiable quadratic programming layers: an ADMM approach
• Tax-aware portfolio construction via convex optimization
• Passive Nonlinear Dendritic Interactions as a Computational Resource in Spiking Neural Networks
• Online Mixed-Integer Optimization in Milliseconds
• Proportional-integral projected gradient method for conic optimization
• An active-set algorithm for norm constrained quadratic problems
• On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
• A proximal augmented method for semidefinite programming problems
• Solution refinement at regular points of conic problems
• QPPAL: A Two-phase Proximal Augmented Lagrangian Method for High-dimensional Convex Quadratic Programming Problems
• A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL$^{T}$ Updates
• Semi-explicit model predictive control of quasi linear parameter varying systems
• Continuous-time portfolio optimization for absolute return funds
• Laplacian-optimized diffusion for semi-supervised learning
• 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
• Numerical Approximation of Optimal Convex Shapes
• On a primal-dual Newton proximal method for convex quadratic programs
• A distributed Bregman forward-backward algorithm for a class of Nash equilibrium problems

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