MixedComplementarityProblems.jl: A Fast, Batched, Open-Source Interior Point Solver for Mixed Complementarity Problems

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.

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 WarpMPC for model-predictive control (MPC) in JAX and Warp. Based on the insight that all MPC problem instances in a batch share the same sparsity in time, cost, and constraints, we propose unrolling sparse linear factorizations and solves, which dominate alternating direction method of multipliers (ADMM) solver runtime. We avoid memory access bottlenecks and wasting computations via optimized memory layout, padding-reducing segmentation of the unrolled factorization, and dependency level scheduled backsolves, additionally accelerating sensitivity computation. We achieve throughputs of 8,000 to 250,000 SQP iterations per second on nonlinear cartpole, quadrotor, and humanoid robot benchmarks, outperforming baselines by 3$\times$ to 25$\times$. We illustrate practical usefulness by synthesizing a dataset and training a neural network approximation of an MPC in under 4 minutes that stabilizes a nano quadrotor in hardware experiments.

Contact-implicit trajectory optimization avoids prescribing contact sequences, but yields mathematical programs with complementarity constraints (MPCCs) whose degeneracy challenges conventional primal--dual solvers. Existing contact-specific methods improve robustness to this degeneracy but do not leverage a stagewise optimal-control factorization and primal--dual consistency, while structure-exploiting optimal-control solvers are not designed for complementarity constraints. We show that these capabilities can be combined in a single primal--dual method. ContactIPM identifies complementary inequality pairs, embeds them through a barrier-coupled elastic interior relaxation, eliminates slack and dual variables stagewise, and solves the reduced Newton system using a Riccati recursion. A fixed multi-phase MPCC recovery schedule provides four continuation and restart attempts from naive initializations, while termination is gated by the unrelaxed physical complementarity residual. We compare ContactIPM with two contact-specific MPCC solvers, CRISP and IMPACT, using matched benchmark conditions and common post-solve acceptance criteria. On four fixed CRISP benchmark cases, ContactIPM is $2.17$--$8.87\times$ faster over 20 paired timing repetitions per case and achieves higher success on the Push Box and Push-T robustness suites. Against IMPACT, ContactIPM is $2.96\times$ faster on Push T and $4.91\times$ faster on Cart Transport, but $4.46\times$ slower on Push Box. In 50 closed-loop Push Box rollouts spanning model mismatch, measurement noise, initial-pose errors, and state resets,