2 citations · 7 across the 9 of their papers we have counts for
9 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-…
PANTR: A proximal algorithm with trust-region updates for nonconvex constrained optimization
Alexander Bodard, Pieter Pas, Panagiotis Patrinos
This work presents PANTR, an efficient solver for nonconvex constrained optimization problems, that is well-suited as an inner solver for an augmented Lagrangian method. The propos…
Convergence of the Preconditioned Proximal Point Method and Douglas-Rachford Splitting in the Absence of Monotonicity
Brecht Evens, Pieter Pas, Puya Latafat +1
The proximal point algorithm (PPA) is the most widely recognized method for solving inclusion problems and serves as the foundation for many numerical algorithms. Despite this popu…
Gauss-Newton meets PANOC: A fast and globally convergent algorithm for nonlinear optimal control
Pieter Pas, Andreas Themelis, Panagiotis Patrinos
PANOC is an algorithm for nonconvex optimization that has recently gained popularity in real-time control applications due to its fast, global convergence. The present work propose…
Anderson Accelerated Feasible Sequential Linear Programming
David Kiessling, Pieter Pas, Alejandro Astudillo +2
This paper proposes an accelerated version of Feasible Sequential Linear Programming (FSLP): the AA()-FSLP algorithm. FSLP preserves feasibility in all intermediate iterates by…
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…