eprintid: 450
rev_number: 10
eprint_status: archive
userid: 7
dir: disk0/00/00/04/50
datestamp: 2011-07-27 09:04:00
lastmod: 2011-08-05 14:04:27
status_changed: 2011-07-27 09:04:00
type: article
metadata_visibility: show
contact_email: alberto.bemporad@imtlucca.it
item_issues_count: 0
creators_name: Borrelli, Francesco
creators_name: Bemporad, Alberto
creators_name: Morari, Manfred
creators_id: 
creators_id: alberto.bemporad@imtlucca.it
creators_id: 
title: A geometric algorithm for multi-parametric linear programming
ispublished: pub
subjects: QA75
divisions: CSA
full_text_status: none
keywords: Multiparametric programming; sensitivity analysis;  postoptimality analysis; linear programming; optimal control
abstract: 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.
date: 2003
publication: Journal of Optimization Theory and Applications
volume: 118
number: 3
publisher: Springer-Verlag
pagerange: 515-540
id_number: 10.1023/B:JOTA.0000004869.66331.5c
refereed: TRUE
issn: 0022-3239
official_url: http://dx.doi.org/10.1023/B:JOTA.0000004869.66331.5c
citation:   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)