A Time-certified Predictor-corrector IPM Algorithm for Box-QP
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866908577359200256 |
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| author | Wu, Liang Che, Yunhong Braatz, Richard D. Drgona, Jan |
| author_facet | Wu, Liang Che, Yunhong Braatz, Richard D. Drgona, Jan |
| contents | Minimizing both the worst-case and average execution times of optimization algorithms is equally critical in real-time optimization-based control applications such as model predictive control (MPC). Most MPC solvers have to trade off between certified worst-case and practical average execution times. For example, our previous work [1] proposed a full-Newton path-following interior-point method (IPM) with data-independent, simple-calculated, and exact $O(\sqrt{n})$ iteration complexity, but not as efficient as the heuristic Mehrotra predictor-corrector IPM algorithm (which sacrifices global convergence). This letter proposes a new predictor-corrector IPM algorithm that preserves the same certified $O(\sqrt{n})$ iteration complexity while achieving a $5\times$ speedup over [1]. Numerical experiments and codes that validate these results are provided. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2510_04467 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A Time-certified Predictor-corrector IPM Algorithm for Box-QP Wu, Liang Che, Yunhong Braatz, Richard D. Drgona, Jan Optimization and Control Minimizing both the worst-case and average execution times of optimization algorithms is equally critical in real-time optimization-based control applications such as model predictive control (MPC). Most MPC solvers have to trade off between certified worst-case and practical average execution times. For example, our previous work [1] proposed a full-Newton path-following interior-point method (IPM) with data-independent, simple-calculated, and exact $O(\sqrt{n})$ iteration complexity, but not as efficient as the heuristic Mehrotra predictor-corrector IPM algorithm (which sacrifices global convergence). This letter proposes a new predictor-corrector IPM algorithm that preserves the same certified $O(\sqrt{n})$ iteration complexity while achieving a $5\times$ speedup over [1]. Numerical experiments and codes that validate these results are provided. |
| title | A Time-certified Predictor-corrector IPM Algorithm for Box-QP |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2510.04467 |