Efficient quadratic programming (QP) solver for process control and optimization


Ontology type: sgo:Patent     


Patent Info

DATE

N/A

AUTHORS

Ghulam Mustafa , Jiadong Wang , Tongwen Chen , Danlei Chu , Johan U. Backstrom

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. More... »

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