Anytime-Feasible First-Order Optimization via Safe Sequential QCQP

As robot capabilities increase, quadratic programming (QP)-based controllers must account for a similarly increasing number of constraints to ensure safe, reliable operation. Yet, with each added constraint, this introduces more chances of momentary conflict: in which case, a QP solver that returns an "infeasible" status leaves the controller with nothing to execute. To address this, we introduce ElastiQP, a modified dual active-set QP solver that relaxes every inequality constraint with an exact, per-constraint l1 penalty while keeping equality constraints (dynamics) hard. Notably, ElastiQP does so by folding the slack variables into the solver analytically, maintaining a constant size of the condensed linear system. On a suite of robot control benchmarks, ElastiQP achieves microsecond-level performance, matching or outperforming leading modern solvers on feasible problems. On infeasible problems, ElastiQP handles these gracefully, confining violations to strictly the conflicting inequality terms, returning a usable solution up to 40x faster than the best alternative solvers. ElastiQP is available as an open-source C++ header-only library, with Python and JAX interfaces, at https://github.com/StanfordASL/elastiqp.

Robotic systems routinely encounter conflicting objectives, modeling errors, and degenerate contact conditions that render quadratic programs (QPs) infeasible. Yet most optimization solvers and differentiable QP layers assume feasibility, leading to numerical failures, unstable gradients, or solver breakdown when constraints cannot be simultaneously satisfied. We present Elastic ODYN, a primal-dual non-interior-point QP solver that handles infeasibility through smooth squared-$\ell_2$ elastic relaxations. The formulation remains well posed under ill-conditioning and degeneracy, supports warm starting, and converges to closest-to-feasible solutions, with lightweight refinement recovering physically meaningful dual variables. Building on this framework, we develop Elastic ODYNLayer, a differentiable QP layer with stable gradients under infeasibility, and Elastic OdynSQP, an SQP method that resolves inconsistent subproblems and intrinsically infeasible optimal control tasks through selective constraint elasticity. Across benchmark QPs, singular contact mechanics, differentiable parameter identification, and quadrupedal and humanoid trajectory optimization, Elastic ODYN outperforms state-of-the-art elastic QP solvers in robustness, warm-start performance, and convergence reliability, enabling optimization, simulation, control, and learning beyond standard feasibility assumptions.

Nonlinear Parametric Optimization Network (NLPOpt-Net) is an unsupervised learning architecture to solve constrained nonlinear programs (NLP). Given the structure of an NLP, it learns the parametric solution maps with guaranteed constraint satisfaction. The architecture consists of a backbone neural network (NN) followed by a multilayer ($k$-layered) projection. While the NN drives toward optimality through a loss function consisting of a modified Lagrangian augmented with a consistency loss, the projection ensures feasibility by projecting the NN predictions in the original constraint manifold. Instead of typical distance minimization, our projection exploits local quadratic approximations of the original NLP. Under certain conditions (such as convexity), the projection has a descent property, which improves the NN predictions further. NLPOpt-Net deploys an inversion-free, modified Chambolle-Pock algorithm to solve the constrained quadratic projections during the forward pass and uses the implicit function theorem for efficient backpropagation. The fixed structure of the projection further allows decoupling of the NN and the projection once the training is complete. NLPOpt-Net solves large-scale convex QP, QCQP, NLP, and nonconvex problems with near zero optimality gap and constraint violations reduced to machine precision. Additionally, it provides near accurate prediction of the active sets and corresponding dual variables, thereby enabling a scalable approach for multiparametric programming. Compiling the projection in C provides order of magnitude improvement in inference time compared to JAX. We provide the codes and NLPOpt-Net as a ready to use package that includes GPU support.