Patrinos, Panagiotis and Sarimveis, Haralambos Convex parametric piecewise quadratic optimization: theory and algorithms. Automatica, 47 (8). pp. 1770-1777. ISSN 0005-1098 (2011)
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Abstract
In this paper we study the problem of parametric minimization of convex piecewise quadratic functions. Our study provides a unifying framework for convex parametric quadratic and linear programs. Furthermore, it extends parametric optimization algorithms to problems with piecewise quadratic cost functions, paving the way for new applications of parametric optimization in explicit dynamic programming and optimal control with quadratic stage cost.
| Item Type: | Article |
|---|---|
| Identification Number: | 10.1016/j.automatica.2011.04.003 |
| Uncontrolled Keywords: | Parametric optimization; Algorithms and software; Control of constrained systems |
| Subjects: | Q Science > QA Mathematics > QA76 Computer software |
| Research Area: | Computer Science and Applications |
| Date Deposited: | 05 Dec 2011 09:38 |
| Last Modified: | 05 Dec 2011 09:38 |
| URI: | http://eprints.imtlucca.it/id/eprint/1021 |
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