System and method for solving quadratic programming problems with bound constraints utilizing a semi-explicit quadratic programming solver

摘要

A system and method for solving a quadratic programming optimization problem with bound constraints using a semi-explicit QP solver (152) with respect to an embedded platform (235) is presented. A linear system of equations associated with a matrix (245) (e.g., a karush-kuhn-tucker matrix (245), KKT system) can be solved at each iteration of the solver (152) based on a factorization approach. A set of partial factors (265) with respect to the QP problem can be pre-computed off-line and stored into a memory (260). The factorization process of the KKT matrix (245) can then be finished on-line in each iteration of the semi-explicit QP solver (152) in order to effectively solve the QP optimization problems. The QP problem can be solved utilizing a standard active-set approach and/or a partial explicit approach based on a processor utilization and memory (260) usage.