Mixing optimal solutions
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United States of America Patent
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Jul 19, 2016
Grant Date -
Oct 8, 2015
app pub date -
Dec 5, 2012
filing date -
Dec 22, 2011
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Abstract
This invention relates to a method, system and computer program product for selecting an optimized 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.
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