Alpaqa: A matrix-free solver for nonlinear MPC and large-scale nonconvex optimization.
Pieter PasMathijs SchuurmansPanagiotis PatrinosPublished in: ECC (2022)
Keyphrases
- global optimization
- optimization problems
- nonlinear optimization
- nonlinear programming
- convex optimization
- quadratic program
- small scale
- subgradient method
- globally convergent
- optimization method
- semidefinite
- lagrange multipliers
- evolutionary algorithm
- dynamic model
- constrained optimization
- optimization methods
- covariance matrix
- linear quadratic
- sequential quadratic programming
- low rank matrices
- optimization algorithm
- image restoration and reconstruction