WarpMPC: Large-Batch MPC on GPU via ADMM with Unrolled $LDL^\top$ Factorization

Many robotics problems, including trajectory optimization, inverse kinematics, and contact-rich motion planning, reduce to nonlinear programs (NLPs). Mature NLP solvers such as IPOPT can solve these problems, offering hard constraint satisfaction, optimality guarantees, and favorable scaling with problem dimension. These solvers underpin gradient-based methods in robotics, yet remain CPU-bound and solve only one problem at a time, preventing their integration into GPU-batched learning pipelines. On the other hand, sampling-based approaches such as reinforcement learning, model predictive path integral, and imitation learning have become the core of modern robotics research due to their ability to leverage GPU-batched simulators. These simulators can generate orders of magnitude more dynamics rollouts per second than was previously possible. If a GPU-batched NLP solver existed, it would unlock similar speedups in the number of constrained, locally optimal solutions generated per second. This regime of solving many problems concurrently versus solving a single problem at a time is a key requirement for integrating NLP solvers in modern GPU-batched robotics frameworks. To this end, we introduce \texttt{jaxipm}, the first GPU-batched NLP solver, based on IPOPT, and implemented in JAX. We accomplish this by redesigning IPOPT's algorithm to eliminate control flow with \textit{heterogeneous iteration fusion}, and by minimizing GPU idle time with \textit{iteration level batching}. We evaluate \texttt{jaxipm} on a variety of quadrotor nonlinear model predictive control benchmarks, including reference tracking in the presence of obstacles, multi-quadrotor navigation without collision, and navigation in a cluttered environment. We demonstrate up to a $32.85\times$ increase in throughput over IPOPT. Our complete open-source codebase is available at https://github.com/johnviljoen/jaxipm.

Model Predictive Control (MPC) delivers constraint-aware control, but its reliance on online optimization limits its use on systems with fast dynamics, high-dimensional models, or long horizons. Existing GPU implementations typically treat the device as a linear-algebra accelerator, leaving the optimization loop dependent on repeated kernel launches and high-latency memory transfers. This paper introduces CUDA MPC, a GPU-native MPC framework that co-designs the optimization algorithm, execution model, and memory architecture for CUDA hardware. CUDA MPC pairs a parallel-in-horizon alternating direction method of multipliers (ADMM) splitting with a fused CUDA kernel that runs the entire iterative solve on the device. Intermediate optimization variables stay in low-latency, on-chip shared memory, and a localized atomic-flag protocol synchronizes only adjacent horizon blocks, minimizing host intervention, kernel-dispatch overhead, and global-memory traffic. Across six nonlinear robotics benchmarks spanning increasing state dimension and constraint density, CUDA MPC sustains real-time rates at horizons one to two orders of magnitude longer than CPU solvers: it solves an optimization-based collision-avoidance parking problem with 100 s of lookahead within a 0.1 s sampling interval, and is the only solver evaluated that achieves both real-time execution and collision-free coordination for a centralized 10-agent swarm, where acados and CasADi return no feasible solution and require 3.5 s and 4.5 s per solve. Against tensor-framework implementations of the same ADMM splitting, the fused kernel is up to $965\times$ faster.

Robotics increasingly relies on GPUs for parallel simulation, large-scale learning, and neural-network inference. For model predictive control (MPC) to scale with this paradigm, solvers must run efficiently on this hardware while remaining fast, differentiable, and compatible with expressive MPC formulations used in robotics. We present TurboMPC, a differentiable MPC solver that runs entirely on the GPU and supports state and control inequality constraints, implicit integrators, cross-time-coupled costs, and slack variables. TurboMPC combines sequential quadratic programming (SQP), an alternating direction method of multipliers (ADMM) inner solver, implicit differentiation, and a co-designed JAX-CUDA implementation for efficiency and ease of use. In simulation, we validate TurboMPC on constrained planning, humanoid imitation learning, and reinforcement learning with neural-network cost function tasks, achieving up to $15\times$ and $58\times$ speedups over state-of-the-art CPU and GPU differentiable solvers, respectively. We deploy TurboMPC on a full-scale car for minimum-time racing and find that batched, GPU-accelerated tuning of MPC parameters via Bayesian optimization yields significantly faster driving than a hand-tuned baseline. TurboMPC also scales to planning horizons of over $8000$ knot points while maintaining control of the vehicle. We open-source TurboMPC at: https://github.com/ToyotaResearchInstitute/turbompc