Alpaqa: A matrix-free solver for nonlinear MPC and large-scale nonconvex optimization.
Pieter PasMathijs SchuurmansPanagiotis PatrinosPublished in: CoRR (2021)
Keyphrases
- global optimization
- optimization problems
- nonlinear programming
- optimization algorithm
- nonlinear optimization
- real world
- optimization method
- small scale
- lagrange multipliers
- convex optimization
- low rank and sparse
- optimization methods
- combinatorial optimization
- evolutionary algorithm
- constrained optimization
- piecewise linear
- semidefinite programming
- cost function
- globally convergent
- sequential quadratic programming
- low rank matrices
- objective function