SparallaxMPC: High-Speed Model Predictive Control Solver with High Sparsity and Parallelism

Model Predictive Control (MPC) is one of the most popular methods used in control problem. However, MPC is computationally demanding with limited use of sparse and parallel implementations. We present SparallaxMPC, a high-speed MPC solver with parallel and sparse representation. Our approach is based on sparse matrix representation and leverages the structure of the MPC problem for efficiency. We demonstrate the effectiveness of SparallaxMPC by benchmarking it against the state-of-the-art solver CasADi, achieving more than a 3x acceleration.