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OSQP: an operator splitting solver for quadratic programs

Abstract:

We present a general purpose solver for quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requires the solution of a quasi-definite linear system with the same coefficient matrix in each iteration. Our algorithm is very robust, placing no requirements on the problem data such as positive definiteness of the objective function or linear independence of the constraint functions. It is division-free once an initial ma...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1109/CONTROL.2018.8516834
Publication website:
https://ieeexplore.ieee.org/document/8516834

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
St Edmund Hall
Role:
Author
Publisher:
IEEE Publisher's website
Journal:
Proceedings of the 2018 UKACC 12th International Conference on Control (CONTROL) Journal website
Publication date:
2018-11-01
Event title:
20th International Conference on Control (CONTROL)
Event location:
Sheffield, UK
Event website:
https://control2018.group.shef.ac.uk/
Event start date:
2018-09-05T00:00:00Z
Event end date:
2018-09-07T00:00:00Z
DOI:
EISBN:
978-1-5386-2864-5
ISBN:
978-1-5090-6411-3
Language:
English
Keywords:
Pubs id:
pubs:807745
UUID:
uuid:51217d43-aff7-4aac-bd21-39fdb9790c0b
Local pid:
pubs:807745
Deposit date:
2018-01-09

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