Borrelli, Francesco and Bemporad, Alberto and Morari, Manfred
*A geometric algorithm for multi-parametric linear programming.*
Journal of Optimization Theory and Applications, 118 (3).
pp. 515-540.
ISSN 0022-3239
(2003)

## Abstract

We propose a novel algorithm for solving multiparametric linear programming problems. Rather than visiting different bases of the associated LP tableau, we follow a geometric approach based on the direct exploration of the parameter space. The resulting algorithm has computational advantages, namely the simplicity of its implementation in a recursive form and an efficient handling of primal and dual degeneracy. Illustrative examples describe the approach throughout the paper. The algorithm is used to solve finite-time constrained optimal control problems for discrete-time linear dynamical systems.

Item Type: | Article |
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Identification Number: | 10.1023/B:JOTA.0000004869.66331.5c |

Uncontrolled Keywords: | Multiparametric programming; sensitivity analysis; postoptimality analysis; linear programming; optimal control |

Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |

Research Area: | Computer Science and Applications |

Depositing User: | Professor Alberto Bemporad |

Date Deposited: | 27 Jul 2011 09:04 |

Last Modified: | 05 Aug 2011 14:04 |

URI: | http://eprints.imtlucca.it/id/eprint/450 |

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