eprintid: 492
rev_number: 13
eprint_status: archive
userid: 7
dir: disk0/00/00/04/92
datestamp: 2011-07-27 08:43:54
lastmod: 2013-09-13 09:50:06
status_changed: 2011-07-27 08:43:54
type: article
metadata_visibility: show
contact_email: alberto.bemporad@imtlucca.it
item_issues_count: 0
creators_name: Bemporad, Alberto
creators_name: Filippi, Carlo
creators_id: alberto.bemporad@imtlucca.it
creators_id: 
title: An algorithm for approximate multiparametric convex programming
ispublished: pub
subjects: QA
subjects: QA75
divisions: CSA
full_text_status: none
abstract: 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. 
date: 2006
date_type: published
publication: Computational Optimization and Applications
volume: 35
number: 1
publisher: Springer
pagerange: 87-108
id_number: 10.1007/s10589-006-6447-z
refereed: TRUE
issn: 0926-6003
official_url: http://link.springer.com/article/10.1007%2Fs10589-006-6447-z#
citation:   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)