most citedAlpaqa: A matrix-free solver for nonlinear MPC and large-scale nonconvex optimization

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

math.OC2023

Distributionally Robust Optimization using Cost-Aware Ambiguity Sets

Mathijs Schuurmans, Panagiotis Patrinos

We present a novel framework for distributionally robust optimization (DRO), called cost-aware DRO (CADRO). The key idea of CADRO is to exploit the cost structure in the design of…

math.OC2021★ 1 cited

Alpaqa: A matrix-free solver for nonlinear MPC and large-scale nonconvex optimization

Pieter Pas, Mathijs Schuurmans, Panagiotis Patrinos

This paper presents alpaqa, an open-source C++ implementation of an augmented Lagrangian method for nonconvex constrained numerical optimization, using the first-order PANOC algori…