High Performance Realtime Convex Solver for Embedded Systems

TitleHigh Performance Realtime Convex Solver for Embedded Systems
Publication TypeTech Report
Year of Publication2016
AuthorsYamazaki, I., S. Nooshabadi, S. Tomov, and J. Dongarra
Technical Report Series TitleUniversity of Tennessee Computer Science Technical Report
NumberUT-EECS-16-745
Date Published10-2016
KeywordsKKT, Realtime embedded convex optimization solver
AbstractConvex optimization solvers for embedded systems find widespread use. This letter presents a novel technique to reduce the run-time of decomposition of KKT matrix for the convex optimization solver for an embedded system, by two orders of magnitude. We use the property that although the KKT matrix changes, some of its block sub-matrices are fixed during the solution iterations and the associated solving instances.