13,474 research outputs found
OSQP: An Operator Splitting Solver for Quadratic Programs
We present a general-purpose solver for convex quadratic programs based on
the alternating direction method of multipliers, employing a novel operator
splitting technique that requires the solution of a quasi-definite linear
system with the same coefficient matrix at almost every iteration. Our
algorithm is very robust, placing no requirements on the problem data such as
positive definiteness of the objective function or linear independence of the
constraint functions. It can be configured to be division-free once an initial
matrix factorization is carried out, making it suitable for real-time
applications in embedded systems. In addition, our technique is the first
operator splitting method for quadratic programs able to reliably detect primal
and dual infeasible problems from the algorithm iterates. The method also
supports factorization caching and warm starting, making it particularly
efficient when solving parametrized problems arising in finance, control, and
machine learning. Our open-source C implementation OSQP has a small footprint,
is library-free, and has been extensively tested on many problem instances from
a wide variety of application areas. It is typically ten times faster than
competing interior-point methods, and sometimes much more when factorization
caching or warm start is used. OSQP has already shown a large impact with tens
of thousands of users both in academia and in large corporations
Using sensitivity equations for computing gradients of the FOCE and FOCEI approximations to the population likelihood
The first order conditional estimation (FOCE) method is still one of the parameter estimation workhorses for nonlinear mixed effects (NLME) modeling used in population pharmacokinetics and pharmacodynamics. However, because this method involves two nested levels of optimizations, with respect to the empirical Bayes estimates and the population parameters, FOCE may be numerically unstable and have long run times, issues which are most apparent for models requiring numerical integration of differential equations. We propose an alternative implementation of the FOCE method, and the related FOCEI, for parameter estimation in NLME models. Instead of obtaining the gradients needed for the two levels of quasi-Newton optimizations from the standard finite difference approximation, gradients are computed using so called sensitivity equations. The advantages of this approach were demonstrated using different versions of a pharmacokinetic model defined by nonlinear differential equations. We show that both the accuracy and precision of gradients can be improved extensively, which will increase the chances of a successfully converging parameter estimation. We also show that the proposed approach can lead to markedly reduced computational times. The accumulated effect of the novel gradient computations ranged from a 10-fold decrease in run times for the least complex model when comparing to forward finite differences, to a substantial 100-fold decrease for the most complex model when comparing to central finite differences. Considering the use of finite differences in for instance NONMEM and Phoenix NLME, our results suggests that significant improvements in the execution of FOCE are possible and that the approach of sensitivity equations should be carefully considered for both levels of optimization
Parametric stiffness analysis of the Orthoglide
This paper presents a parametric stiffness analysis of the Orthoglide. A
compliant modeling and a symbolic expression of the stiffness matrix are
conducted. This allows a simple systematic analysis of the influence of the
geometric design parameters and to quickly identify the critical link
parameters. Our symbolic model is used to display the stiffest areas of the
workspace for a specific machining task. Our approach can be applied to any
parallel manipulator for which stiffness is a critical issue
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