The Matlab-programmed version of the MPCT solver, working also for non-diagonal cost matrices.
The C-programmed version of the MPCT solver, working also for non-diagonal cost matrices.
Efficient computation in both solvers of the equality-constrained QP to obtain the iterate z^{k+1} using the semi-banded structure of the Hessian when using ADMM. This is done by means of the Woodbury Matrix Identity.
Time measurement in plain C code.
The fix of a bug when using MPCT with EADMM and rho is scalar.
Includes:
The Matlab-programmed version of the MPCT solver, working also for non-diagonal cost matrices.
The C-programmed version of the MPCT solver, working also for non-diagonal cost matrices.
Efficient computation in both solvers of the equality-constrained QP to obtain the iterate z^{k+1} using the semi-banded structure of the Hessian when using ADMM. This is done by means of the Woodbury Matrix Identity.
Time measurement in plain C code.
The fix of a bug when using MPCT with EADMM and rho is scalar.