Parallel KKT Solver in PIQP for Multistage Optimization
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866917055178997760 |
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| author | Song, Fenglong Schwan, Roland Chen, Yuwen Jones, Colin N. |
| author_facet | Song, Fenglong Schwan, Roland Chen, Yuwen Jones, Colin N. |
| contents | This paper presents an efficient parallel Cholesky factorization and triangular solve algorithm for the Karush-Kuhn-Tucker (KKT) systems arising in multistage optimization problems, with a focus on model predictive control and trajectory optimization for racing. The proposed approach directly parallelizes solving the KKT systems with block-tridiagonal-arrow KKT matrices on the linear algebra level arising in interior-point methods. The algorithm is implemented as a new backend of the PIQP solver and released as open source. Numerical experiments on the chain-of-masses benchmarks and a minimum curvature race line optimization problem demonstrate substantial performance gains compared to other state-of-the-art solvers. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_00946 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Parallel KKT Solver in PIQP for Multistage Optimization Song, Fenglong Schwan, Roland Chen, Yuwen Jones, Colin N. Optimization and Control Systems and Control This paper presents an efficient parallel Cholesky factorization and triangular solve algorithm for the Karush-Kuhn-Tucker (KKT) systems arising in multistage optimization problems, with a focus on model predictive control and trajectory optimization for racing. The proposed approach directly parallelizes solving the KKT systems with block-tridiagonal-arrow KKT matrices on the linear algebra level arising in interior-point methods. The algorithm is implemented as a new backend of the PIQP solver and released as open source. Numerical experiments on the chain-of-masses benchmarks and a minimum curvature race line optimization problem demonstrate substantial performance gains compared to other state-of-the-art solvers. |
| title | Parallel KKT Solver in PIQP for Multistage Optimization |
| topic | Optimization and Control Systems and Control |
| url | https://arxiv.org/abs/2511.00946 |