4 papers
PANOC-lite: A simpler and more efficient algorithm for composite minimization
Alexander Bodard, Pieter Pas, Andreas Themelis +1
This work introduces a simple and efficient linesearch method for composite minimization that accelerates proximal-gradient iterations with fast Newton-type directions. Our algorit…
Exploiting Parallelism in a QPALM-based Solver for Optimal Control
Pieter Pas, Kristoffer Fink Løwenstein, Daniele Bernardini +1
We discuss the opportunities for parallelization in the recently proposed QPALM-OCP algorithm, a solver tailored to quadratic programs arising in optimal control. A significant par…
Cyqlone: A Parallel, High-Performance Linear Solver for Optimal Control
Pieter Pas, Panagiotis Patrinos
We present Cyqlone, a solver for linear systems with a stage-wise optimal control structure that fully exploits the various levels of parallelism available in modern hardware. Cyql…
Blocked Cholesky factorization updates of the Riccati recursion using hyperbolic Householder transformations
Pieter Pas, Panagiotis Patrinos
Newton systems in quadratic programming (QP) methods are often solved using direct Cholesky or LDL factorizations. When the linear systems in successive iterations differ by a low-…