OSQP swMATH ID: 26960 Software Authors: Bartolomeo Stellato, Goran Banjac, Paul Goulart, Alberto Bemporad, Stephen Boyd Description: OSQP: An Operator Splitting Solver for Quadratic Programs. We present a general purpose solver for quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requires the solution of a quasi-definite linear system with the same coefficient matrix in each iteration. Our algorithm is very robust, placing no requirements on the problem data such as positive definiteness of the objective function or linear independence of the constraint functions. It is division-free once an initial matrix factorization is carried out, making it suitable for real-time applications in embedded systems. In addition, our technique is the first operator splitting method for quadratic programs able to reliably detect primal and dual infeasible problems from the algorithm iterates. The method also supports factorization caching and warm starting, making it particularly efficient when solving parametrized problems arising in finance, control, and machine learning. Our open-source C implementation OSQP has a small footprint, is library-free, and has been extensively tested on many problem instances from a wide variety of application areas. It is typically ten times faster than competing interior point methods, and sometimes much more when factorization caching or warm start is used. Homepage: https://arxiv.org/abs/1711.08013 Related Software: qpOASES; Mosek; SCS; GitHub; CVXPY; Gurobi; ECOS; QPALM; CVXGEN; CVX; COSMO; YALMIP; CVXPortfolio; HPIPM; ACADO; JuMP; Julia; SuperMann; NETLIB LP Test Set; Benchmarks for Optimization Software Cited in: 30 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year OSQP: an operator splitting solver for quadratic programs. Zbl 1452.90236Stellato, Bartolomeo; Banjac, Goran; Goulart, Paul; Bemporad, Alberto; Boyd, Stephen 2020 all top 5 Cited by 71 Authors 5 Boyd, Stephen Poythress 5 Goulart, Paul J. 3 Banjac, Goran 3 Bemporad, Alberto 3 Stellato, Bartolomeo 2 Diehl, Moritz Mathias 2 Frison, Gianluca 2 Kouzoupis, Dimitris 2 Nakatsukasa, Yuji 2 Rontsis, Nikitas 2 Zanelli, Andrea 1 Abdelaziz, Ameera 1 Açıkmeşe, Behçet 1 Albin, Thivaharan 1 Ang, Andrew 1 Angeris, Guillermo 1 Arnström, Daniel 1 Axehill, Daniel 1 Barratt, Shane 1 Bartels, Sören 1 Bertsimas, Dimitris John 1 Budninskiy, Max 1 Busseti, Enzo 1 Cannon, Mark 1 Cimini, Gionata 1 De Marchi, Alberto 1 Desbrun, Mathieu 1 Elango, Purnanand 1 Eliasmith, Chris 1 Frey, Jonathan 1 Fu, Anqi 1 Garstka, Michael 1 Huang, Aiqun 1 Jian, Jinbao 1 Kochenderfer, Mykel J. 1 Kolmanovsky, Ilya V. 1 Li, Xiaoyue 1 Li, Xudong 1 Liang, Ling 1 Liang, Rongmei 1 Liao-McPherson, Dominic 1 Liu, Yanli 1 Lygeros, John 1 Ma, Guodong 1 Mihic, Kresimir 1 Moehle, Nicholas 1 Moursi, Walaa M. 1 Mulvey, John M. 1 Novoselnik, Branimir 1 O’Donoghue, Brendan 1 Qin, Yao 1 Quirynen, Rien 1 Ryu, Ernest K. 1 Stöckel, Andreas 1 Sun, Defeng 1 Toh, Kim Chuan 1 Tong, Yiying 1 Topcu, Ufuk 1 Uysal, A. Sinem 1 van Duijkeren, Niels 1 Verschueren, Robin 1 Wachsmuth, Gerd 1 Wu, Xiaofei 1 Ye, Yinyu 1 Yin, Jianghua 1 Yin, Wotao 1 Yu, Yue 1 Zhang, Junzi 1 Zhao, Lei 1 Zhu, Daoli 1 Zhu, Mingxi all top 5 Cited in 19 Serials 4 Journal of Optimization Theory and Applications 3 Automatica 3 Computational Optimization and Applications 3 Mathematical Programming Computation 2 Applied Numerical Mathematics 2 SIAM Journal on Scientific Computing 1 ACM Transactions on Mathematical Software 1 IEEE Transactions on Automatic Control 1 Computer Aided Geometric Design 1 Neural Computation 1 European Journal of Operational Research 1 Mathematical Programming. Series A. Series B 1 SIAM Journal on Optimization 1 Statistical Papers 1 INFORMS Journal on Computing 1 Vietnam Journal of Mathematics 1 Optimization Letters 1 Statistics and Computing 1 Journal of the Operations Research Society of China all top 5 Cited in 10 Fields 23 Operations research, mathematical programming (90-XX) 11 Numerical analysis (65-XX) 6 Computer science (68-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Systems theory; control (93-XX) 3 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Combinatorics (05-XX) 1 Biology and other natural sciences (92-XX) 1 Mathematics education (97-XX) Citations by Year