relation: http://eprints.imtlucca.it/450/
title: A geometric algorithm for multi-parametric linear programming
creator: Borrelli, Francesco
creator: Bemporad, Alberto
creator: Morari, Manfred
subject: QA75 Electronic computers. Computer science
description: 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.
publisher: Springer-Verlag
date: 2003
type: Article
type: PeerReviewed
identifier:   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)  
relation: http://dx.doi.org/10.1023/B:JOTA.0000004869.66331.5c
relation: 10.1023/B:JOTA.0000004869.66331.5c