| 摘要 |
This invention relates to a method, system and computer program product for selecting an optimised solution in a computerised multiple-constraint problem space, comprising: receiving a linear function for optimization; receiving a set of constraints for the linear function; determining a first optimal solution for the linear function and initial constraints using linear programming solver; creating a new set of constrains using the first optimal solution as a constraint in addition to the initial constraints; creating a new quadratic function by adding a quadratic objective of slack variables to the linear function; and determining a solution to the quadratic function and new constraints using a quadratic programming solver. |
