SYSTEM AND METHOD FOR EXPLOITING GOOD STARTING GUESS FOR BINDING CONSTRAINT IN QUADRATIC PROGRAMMING WITH INFEASIBLE AND INCONSISTENT STARTING GUESS FOR SOLUTION

摘要

PPROBLEM TO BE SOLVED: To provide an algorithm that does not relax a problem at the very onset even when an initial guess (xSBf/SB) is infeasible. PSOLUTION: Instead of the previous method, the algorithm solves an EQP with the initial guess for an active set without relaxing the problem. When this solution to the first EQP is not optimal, but nevertheless feasible, the solution is used as guess for the feasible point. The first EQP 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. PCOPYRIGHT: (C)2007,JPO&INPIT