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README

This project solves quadratic programs (QPs) using alternating direction method of multipliers (ADMM). The methods used are from the following papers:

  • E. Ghadimi, A. Teixeira, I. Shames, and M. Johansson, “Optimal parameter selection for the alternating direction method of multipliers (ADMM): Quadratic problems,” IEEE Transactions on Automatic Control, vol. 60, no. 3, pp. 644–658, Mar. 2015, doi: 10.1109/TAC.2014.2354892
  • A. U. Raghunathan and S. D. Cairano, “Optimal step-size selection in alternating direction method of multipliers for convex quadratic programs and model predictive control,” in International Symposium on Mathematical Theory of Networks and Systems, Groningen, The Netherlands, Jul. 2014, pp. 807–814.