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arXiv 2103.16236math.OCcs.SYeess.SY
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基于递归LDL更新的嵌入式二次规划对偶有效集求解器

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

Daniel Arnström, Alberto Bemporad, Daniel Axehill

摘要:

在本文中,我们提出了一个双有效集求解器的二次规划具有适用于嵌入式模型预测控制应用的属性。特别是,求解器是高效的,可以很容易地热启动,并且代码简单。此外,确切的最坏情况下的计算复杂性的求解器可以离线确定,并通过使用外部的邻近点迭代,病态的问题可以处理在一个强大的方式。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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