Efficient quadratic programming (QP) solver for process control and optimization
US8600525B1 · kind B1 · utility
Assignee
Inventors
Key dates
| Filing date | May 31, 2012 |
| Grant date | Dec 3, 2013 |
| Priority date | — |
| Expiry date | May 31, 2032 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06N5/01
- WIPO fieldControl
- WIPO sectorInstruments
Abstract
A method includes identifying an initial solution to a quadratic programming (QP) problem associated with a process. The method also includes performing an iterative procedure having one or more iterations. Each iteration includes determining whether any constraint associated with the process is violated in the solution. Each iteration also includes selecting a violated constraint, determining a step direction and a step length associated with the selected violated constraint, and updating the solution based on the step direction and the step length. Determining the step direction and the step length includes using a Schur complement based on an active set of constraints associated with the solution. The Schur complement is nonsingular during all iterations of the iterative procedure except when the active set is empty.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.