首页>
外国专利>
Method for Solving Quadratic Programs for Convex Sets with Linear Equalities by an Alternating Direction Method of Multipliers with Optimized Step Sizes
Method for Solving Quadratic Programs for Convex Sets with Linear Equalities by an Alternating Direction Method of Multipliers with Optimized Step Sizes
展开▼
机译:优化步长的乘数的交替方向法求解线性等值凸集的二次程序
展开▼
页面导航
摘要
著录项
相似文献
摘要
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.
展开▼