arxivcs.ROeess.SYmath.OC2026-07-13
WarpMPC: Large-Batch MPC on GPU via ADMM with Unrolled $LDL^\top$ Factorization
Henrik Hose, Se Hwan Jeon, Charles Khazoom, Sangbae Kim, Sebastian Trimpe
This paper introduces numerical optimizations for maximizing throughput on GPU when solving large batches (10,000 to over 100,000) of sequential quadratic programming (SQP) iterations, where all problems have the same structure. The optimizations are implemented in a toolbox Warp…