论文标题
开放：嵌入式非凸优化的代码生成
OpEn: Code Generation for Embedded Nonconvex Optimization
论文作者
论文摘要
我们提出优化引擎（开放）：一种用于实时嵌入式非凸优化的开源代码生成工具，该工具实现了一种新颖的数值方法。 Open结合了牛顿近端的最佳控制方法（PANOC）和惩罚和增强的拉格朗日方法，以计算非凸问题的近似固定点。所提出的方法涉及非常简单的代数操作，例如向量产物，具有较低的内存足迹，并且具有很好的收敛属性，可以解决嵌入式设备上的非凸问题解决方案。 Open的核心求解器编写为Rust-一种现代，高性能，内存安全和线程安全系统编程语言 - 而用户可以从Python，Matlab，C，C ++或TCP套接字上调用它。
We present Optimization Engine (OpEn): an open-source code generation tool for real-time embedded nonconvex optimization, which implements a novel numerical method. OpEn combines the proximal averaged Newton-type method for optimal control (PANOC) with the penalty and augmented Lagrangian methods to compute approximate stationary points of nonconvex problems. The proposed method involves very simple algebraic operations such as vector products, has a low memory footprint and exhibits very good convergence properties that allow the solution of nonconvex problems on embedded devices. OpEn's core solver is written is Rust - a modern, high-performance, memory-safe and thread-safe systems programming language - while users can call it from Python, MATLAB, C, C++ or over a TCP socket.
