{"schema_version":"1.0","canonical_url":"https://patentable.app/patents/US-9760534","patent":{"patent_number":"US-9760534","title":"Optimal parameter selection and acceleration in ADMM for multi-stage stochastic convex quadratic programs","assignee":null,"inventors":[],"filing_date":"2014-09-03T00:00:00.000Z","publication_date":"2017-09-12T00:00:00.000Z","cpc_codes":["G06F","G05B","G05B","G06F","G06F"],"num_claims":18,"abstract":"A method solves a stochastic quadratic program (StQP) for a convex set with a set of general linear equalities and inequalities by an alternating direction method of multipliers (ADMM). The method determines an optimal solution, or certifies that no solution exists. The method optimizes a step size β for the ADMM. The method is accelerated using a conjugate gradient (CG) method. The StMPC problem is decomposed into two blocks. The first block corresponds to an equality constrained QP, and the second block corresponds to a projection onto the StMPC inequalities and anticipativity constraints. The StMPC problem can be decomposed into a set of time step problems, and then iterated between the time step problems to solve the decoupled problems until convergence."},"analysis":{"summary":null,"layman_explanation":null,"technical_analysis":null,"business_analysis":null,"faqs":null,"topics":[],"tech_cluster":null},"seo":{"title":"Optimal parameter selection and acceleration in ADMM for multi-stage stochastic convex quadratic programs","description":"A method solves a stochastic quadratic program (StQP) for a convex set with a set of general linear equalities and inequalities by an alternating direction method of multipliers (ADMM). The method det","keywords":[]},"attribution":{"source":"Patentable","source_url":"https://patentable.app","canonical_url":"https://patentable.app/patents/US-9760534","license":"CC-BY-4.0-like","license_terms":"AI-generated analysis on this page (summary, layman_explanation, technical_analysis, business_analysis, faqs) may be reused with attribution and a visible link back to the canonical URL above. Patent abstracts, claims, and bibliographic data are USPTO public domain.","required_link":"https://patentable.app/patents/US-9760534","citation_suggestion":"Patentable. \"Optimal parameter selection and acceleration in ADMM for multi-stage stochastic convex quadratic programs\" (US-9760534). https://patentable.app/patents/US-9760534","copyright_holder":"Nomic Interactive Technology LLC"},"links":{"html":"https://patentable.app/patents/US-9760534","json":"https://patentable.app/api/llm-context/US-9760534","site":"https://patentable.app","llms_txt":"https://patentable.app/llms.txt"},"generated_at":"2026-06-06T04:31:25.376Z"}