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)Full text not available from this repository.
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.
|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|
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