{"paper":{"title":"Exploiting Multistage Optimization Structure in Proximal Solvers","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.SY","eess.SY"],"primary_cat":"math.OC","authors_text":"Colin N. Jones, Daniel Kuhn, Roland Schwan","submitted_at":"2025-03-16T21:37:48Z","abstract_excerpt":"This paper presents an efficient structure-exploiting algorithm for multistage optimization problems. The proposed method extends existing approaches by supporting full coupling between stages and global decision variables in the cost, as well as equality and inequality constraints. The algorithm is implemented as a new backend in the PIQP solver and leverages a specialized block-tri-diagonal-arrow Cholesky factorization within a proximal interior-point framework to handle the underlying problem structure efficiently. The implementation features automatic structure detection and seamless integ"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2503.12664","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2503.12664/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}