Method for solving quadratic programs for convex sets with linear equalities by an alternating direction method of multipliers with optimized step sizes
US9753892B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Feb 20, 2014 |
| Grant date | Sep 5, 2017 |
| Priority date | — |
| Expiry date | Jul 1, 2036 |
Classification
- Technology area (CPC H)Electricity
- CPC primaryH03M7/3062
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A method solves a convex quadratic program (QP) for a convex set. Constrains of the QP include sets of linear equalities and linear inequalities. The solving uses an Alternating Direction Method of Multipliers (ADMM). Variables of the convex QP include a linear subspace constrained variable vector and a set constrained variable vector. The method solves the linear subspace constrained variable vector while keeping the set constrained variable vector fixed using an optimal step size and a Lagrangian multiplier, and solves the set of constrained variable vector while keeping linear subspace constrained variable vector fixed using the optimal step size and the Lagrangian multiplier. Then, the Lagrangian multiplier is updated. A feasible solution is outputted if a termination condition for the feasible solution is satisfied, and an infeasible solution is signaled if a termination condition for the satisfied for the infeasible solution is satisfied. Otherwise, the steps are repeated.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.