OSQP: an operator splitting solver for quadratic programs
Abstract We present a general-purpose solver for convex 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 at almost every iteration...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2021
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| Online Access: | https://hdl.handle.net/1721.1/131868 |