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An algorithm for approximate multiparametric convex programming

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)

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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: 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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