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System and method for exploiting a good starting guess for binding constraints in quadratic programming with an infeasible and inconsistent starting guess for the solution

  • US 7,376,471 B2
  • Filed: 02/21/2006
  • Issued: 05/20/2008
  • Est. Priority Date: 02/21/2006
  • Status: Active Grant
First Claim
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1. A method for controlling a multivariable system including the steps of:

  • a) receiving a plurality of sensor signals indicating current conditions of the system;

    b) receiving a plurality of commands;

    c) determining the desired dynamic response of the system based upon the commands and the sensor signals;

    d) in each of a plurality of time steps, formulating a problem of controlling the system to achieve the desired dynamic response as a solution to a quadratic programming problem;

    e) solving the quadratic programming problem in each time step using an iterative algorithm which searches for an optimal active set, wherein the active set comprises a set of constraints that are binding at an optimized solution; and

    f) in each subsequent time step of the plurality of time steps;

    g) solving the quadratic programming problem based on a final active set of a prior time step of the plurality of time steps to obtain xf;

    h) initializing a search for the optimal active set based on the final active set of the prior time step of the plurality of time steps and based upon the assumption that xf is feasible.

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