Patrinos, Panagiotis and Sarimveis, Haralambos
*A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings.*
Automatica, 46 (9).
pp. 1405-1418.
ISSN 0005-1098
(2010)

## Abstract

In this paper we derive formulas for computing graphical derivatives of the (possibly multivalued) solution mapping for convex parametric quadratic programs. Parametric programming has recently received much attention in the control community, however most algorithms are based on the restrictive assumption that the so called critical regions of the solution form a polyhedral subdivision, i.e. the intersection of two critical regions is either empty or a face of both regions. Based on the theoretical results of this paper, we relax this assumption and show how we can efficiently compute all adjacent full dimensional critical regions along a facet of an already discovered critical region. Coupling the proposed approach with the graph traversal paradigm, we obtain very efficient algorithms for the solution of parametric convex quadratic programs

Item Type: | Article |
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Identification Number: | 10.1016/j.automatica.2010.06.008 |

Uncontrolled Keywords: | Parametric optimization; Algorithms and software; Control of constrained systems |

Subjects: | Q Science > QA Mathematics Q Science > QA Mathematics > QA76 Computer software |

Research Area: | Computer Science and Applications |

Date Deposited: | 05 Dec 2011 10:20 |

Last Modified: | 05 Dec 2011 10:20 |

URI: | http://eprints.imtlucca.it/id/eprint/1023 |

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