cyqlone#
Fast, parallel and vectorized solver for linear systems with optimal control structure.
Also includes an implementation of the CyQPALM solver that uses the Cyqlone linear solver as a backend, with parallel factorization update routines to handle active set changes and a parallel exact line search.
Preprint#
The paper describing the algorithms in this repository can be found on arXiv: https://arxiv.org/abs/2512.09058
@misc{pas_cyqlone_2025,
title = {{Cyqlone}: {A} {Parallel}, {High}-{Performance} {Linear} {Solver} for {Optimal} {Control}},
url = {http://arxiv.org/abs/2512.09058},
doi = {10.48550/arXiv.2512.09058},
publisher = {arXiv},
author = {Pas, Pieter and Patrinos, Panagiotis},
month = dec,
year = {2025}
}