Bemporad, Alberto and Filippi, Carlo An algorithm for approximate multiparametric convex programming. Computational Optimization and Applications, 35 (1). pp. 87-108. ISSN 0926-6003 (2006)
Full text not available from this repository.Abstract
For multiparametric convex nonlinear programming problems we propose a recursive algorithm for approximating, within a given suboptimality tolerance, the value function and an optimizer as functions of the parameters. The approximate solution is expressed as a piecewise affine function over a simplicial partition of a subset of the feasible parameters, and it is organized over a tree structure for efficiency of evaluation. Adaptations of the algorithm to deal with multiparametric semidefinite programming and multiparametric geometric programming are provided and exemplified. The approach is relevant for real-time implementation of several optimization-based feedback control strategies.
| Item Type: | Article |
|---|---|
| Identification Number: | https://doi.org/10.1007/s10589-006-6447-z |
| Subjects: | Q Science > QA Mathematics 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 08:43 |
| Last Modified: | 13 Sep 2013 09:50 |
| URI: | http://eprints.imtlucca.it/id/eprint/492 |
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