relation: http://eprints.imtlucca.it/492/
title: An algorithm for approximate multiparametric convex programming
creator: Bemporad, Alberto
creator: Filippi, Carlo
subject: QA Mathematics
subject: QA75 Electronic computers. Computer science
description: 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. 
publisher: Springer
date: 2006
type: Article
type: PeerReviewed
identifier:   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)  
relation: http://link.springer.com/article/10.1007%2Fs10589-006-6447-z#
relation: 10.1007/s10589-006-6447-z