alpaqa no-casadi-dep
Nonconvex constrained optimization
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Bibliography
[1]

Alexander Bodard, Pieter Pas, and Panagiotis Patrinos. PANTR: A Proximal Algorithm With Trust-Region Updates for Nonconvex Constrained Optimization. IEEE Control Systems Letters, 7:2389–2394, 2023. (arXiv).

[2]

Alberto De Marchi and Andreas Themelis. Proximal Gradient Algorithms Under Local Lipschitz Gradient Continuity. Journal of Optimization Theory and Applications, 194(3):771–794, September 2022.

[3]

Pieter Pas, Andreas Themelis, and Panagiotis Patrinos. Gauss-Newton meets PANOC: A fast and globally convergent algorithm for nonlinear optimal control.

[4]

Pieter Pas, Mathijs Schuurmans, and Panagiotis Patrinos. Alpaqa: A matrix-free solver for nonlinear MPC and large-scale nonconvex optimization. In 2022 European Control Conference (ECC), pages 417–422, 2022. (arXiv).

[5]

Lorenzo Stella, Andreas Themelis, Pantelis Sopasakis, and Panagiotis Patrinos. A simple and efficient algorithm for nonlinear model predictive control. In 2017 IEEE 56th Annual Conference on Decision and Control (CDC), pages 1939–1944, 2017. (arXiv).