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DR-DAQP: A Hybrid Operator Splitting and Active-Set Solver for Affine Variational Inequalities

Arnström, Daniel et al.
arXiv (All) · Papers
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mathematical-softwaresystems-and-control
We present DR-DAQP, an open-source solver for strongly monotone affine variational inequalities (AVIs) that combines Douglas-Rachford operator splitting with an active-set acceleration strategy. The key idea is to estimate the active set along the iterations to attempt directly computing a point tha
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