System and method for exploiting a good starting guess for binding constraints in quadratic programming with an infeasible and inconsistent starting guess for the solution
US7376471B2 · kind B2 · utility
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15Claims
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Key dates
| Filing date | Feb 21, 2006 |
| Grant date | May 20, 2008 |
| Priority date | — |
| Expiry date | Nov 19, 2026 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG05B13/042
- WIPO fieldControl
- WIPO sectorInstruments
Abstract
The present invention provides an algorithm that does not relax the problem at the very onset, even if xf is infeasible. Instead, it solves the EQP with the initial guess for the active set without relaxing the problem. If this solution to the first EQP is not optimal, but nevertheless feasible, we can use this as our guess for the feasible point. This has the advantage of being a feasible point that is consistent with the initial active set, whereas the initial guess used in the previous method is not necessarily so.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.