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math.OC2025
Parallel KKT Solver in PIQP for Multistage Optimization
Fenglong Song, Roland Schwan, Yuwen Chen +1
This paper presents an efficient parallel Cholesky factorization and triangular solve algorithm for the Karush-Kuhn-Tucker (KKT) systems arising in multistage optimization problems…
math.OC2025
Exploiting Multistage Optimization Structure in Proximal Solvers
Roland Schwan, Daniel Kuhn, Colin N. Jones
This paper presents an efficient structure-exploiting algorithm for multistage optimization problems. The proposed method extends existing approaches by supporting full coupling be…