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PDNQP: A GPU-based Factorization-free Method for Large-scale Nonconvex Quadratic Programming

Chen, Zixi et al.
arXiv (All) · Papers
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optimization-and-control
Large-scale nonconvex quadratic programming remains challenging because the sparse matrix factorizations used by many existing solvers can incur substantial computational and memory costs and are difficult to parallelize efficiently on GPUs. We present PDNQP, a factorization-free first-order solver
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