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math.OC2025
Solving Quadratic Programs with Slack Variables via ADMM without Increasing the Problem Size
Thomas Lew, Marcus Greiff, John Subosits +1
Proximal methods such as the Alternating Direction Method of Multipliers (ADMM) are effective at solving constrained quadratic programs (QPs). To tackle infeasible QPs, slack varia…
math.OC2025
Polynomial and Parallelizable Preconditioning for Block Tridiagonal Positive Definite Matrices
Shaohui Yang, Toshiyuki Ohtsuka, Brian Plancher +1
The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the sta…