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

摘要

The present invention provides 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 x<Sub>f</Sub>; 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 x<Sub>f</Sub> is feasible.