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math.OC2025
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…
math.OC2025
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-…