%V 118
%N 3
%D 2003
%A Francesco Borrelli
%A Alberto Bemporad
%A Manfred Morari
%L eprints450
%X 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.
%I Springer-Verlag
%K Multiparametric programming; sensitivity analysis;  postoptimality analysis; linear programming; optimal control
%R 10.1023/B:JOTA.0000004869.66331.5c
%T A geometric algorithm for multi-parametric linear programming
%P 515-540
%J Journal of Optimization Theory and Applications