SuperADMM: Solving Quadratic Programs Faster with Dynamic Weighting ADMM
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866915341475512320 |
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| author | Verheijen, P. C. N. Goswami, D. Lazar, M. |
| author_facet | Verheijen, P. C. N. Goswami, D. Lazar, M. |
| contents | In this paper we develop an accelerated Alternating Direction Method of Multipliers (ADMM) algorithm for solving quadratic programs called superADMM. Unlike standard ADMM QP solvers, superADMM uses a novel dynamic weighting method that penalizes each constraint individually and performs weight updates at every ADMM iteration. We provide a numerical stability analysis, methods for parameter selection and infeasibility detection. The algorithm is implemented in c with efficient linear algebra packages to provide a short execution time and allows calling superADMM from popular languages such as MATLAB and Python. A comparison of superADMM with state-of-the-art ADMM solvers and widely used commercial solvers showcases the efficiency and accuracy of the developed solver. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2506_11608 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | SuperADMM: Solving Quadratic Programs Faster with Dynamic Weighting ADMM Verheijen, P. C. N. Goswami, D. Lazar, M. Optimization and Control 90C20 (Primary) G.1.6; G.1.3 In this paper we develop an accelerated Alternating Direction Method of Multipliers (ADMM) algorithm for solving quadratic programs called superADMM. Unlike standard ADMM QP solvers, superADMM uses a novel dynamic weighting method that penalizes each constraint individually and performs weight updates at every ADMM iteration. We provide a numerical stability analysis, methods for parameter selection and infeasibility detection. The algorithm is implemented in c with efficient linear algebra packages to provide a short execution time and allows calling superADMM from popular languages such as MATLAB and Python. A comparison of superADMM with state-of-the-art ADMM solvers and widely used commercial solvers showcases the efficiency and accuracy of the developed solver. |
| title | SuperADMM: Solving Quadratic Programs Faster with Dynamic Weighting ADMM |
| topic | Optimization and Control 90C20 (Primary) G.1.6; G.1.3 |
| url | https://arxiv.org/abs/2506.11608 |