OSQP: an operator splitting solver for quadratic programs
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 r...
| Main Authors: | , , , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
IEEE
2018
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