TY  - JOUR
SN  - 0022-3239
Y1  - 2003///
N2  - 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.
JF  - Journal of Optimization Theory and Applications
VL  - 118
EP  - 540
PB  - Springer-Verlag
A1  - Borrelli, Francesco
A1  - Bemporad, Alberto
A1  - Morari, Manfred
SP  - 515
ID  - eprints450
TI  - A geometric algorithm for multi-parametric linear programming
AV  - none
KW  - Multiparametric programming; sensitivity analysis;  postoptimality analysis; linear programming; optimal control
UR  - http://dx.doi.org/10.1023/B:JOTA.0000004869.66331.5c
IS  - 3
ER  -