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)

## 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: | 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 |

### Actions (login required)

Edit Item |