swMATH26960MaRDI QIDQ38682FDOQ38682
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Official website: https://arxiv.org/abs/1711.08013
Source code repository: https://github.com/osqp/osqp
Cited In (only showing first 100 items - show all)
- 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
- FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming
- 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
- FORCES NLP
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
- Recent advances in quadratic programming algorithms for nonlinear model predictive control
- Efficient differentiable quadratic programming layers: an ADMM approach
- Pinocchio
- LDL
- CHOMPACK
- ACADO
- OOQP
- NewtonKKTqp
- SparseCoLO
- HQP/OMUSES
- Algorithm 587
- qpOASES
- SOLNP
- FiOrdOs
- QPBLUR
- CasADi
- QPSchur
- CVXGEN
- Skyblue
- An active-set algorithm for norm constrained quadratic problems
- 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
- CVXPortfolio
- fast_mpc
- HPIPM
- FOM
- POGS
- RiskPortfolios
- GRAMPC
- FalcOpt
- VIATOC
- FBstab
- CLA
- SuiteSparse.GraphBLAS
- QPALM
- KBAL
- Amulet
- Cassowary
- HiRise
- Ibuild
- ORCSolver
- SUPPLE
- QDLDL
- SuperSCS
- SuperMann
- PyPortfolioOpt
- BioSpaun
- PolyMPC
- ABIP
- COSMO
- ALISTA
- LADEL
- QPDAS
- OptNet
- ConstrainedLasso
- DELAUNAYSPARSE
- EBCT
- NASOQ
- AbstractDifferentiation.jl
- ProxSDP
- QPDO
- SparClur
- ProximalOperators.jl
- RACQP
- rsw
- Efficient semidefinite programming with approximate ADMM
- 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
- Douglas-Rachford splitting and ADMM for pathological convex optimization
- golazo
- DiffOpt.jl
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