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In this paper we present a dual active-set solver for quadratic programmingwhich has properties suitable for use in embedded model predictive controlapplications. In particular, the solver is efficient, can easily bewarm-started, and is simple to code. Moreover, the exact worst-casecomputational complexity of the solver can be determined offline and, by usingouter proximal-point iterations, ill-conditioned problems can be handled in arobust manner.

A Dual Active-Set Solver for Embedded Quadratic Programming Using Recursive LDL' Updates