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Demonstration of the PIPG algorithm for trajectory optimization

License: MIT License

Jupyter Notebook 94.59% Julia 1.74% MATLAB 3.64% TeX 0.03%
convex-optimization trajectory-optimization mpc-control first-order-methods optimization-algorithms

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pipg-demo's Issues

is this method not available for LP or SOCP ?

I rewite your expipg code to solve some LP and SOCP problem,which objective functions are just linear function.The expipg method can not give the optimal solution sometime.
For some LP problems, I can get the optimal solution with the extrapolation step ρ <1(may be ρ<0.5),while it show max iterations with ρ>1(default 1.9).
So is this method just effective on QP problem?

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