Name
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. |
Year | DOI | Venue |
|---|---|---|
2006 | 10.1007/s10589-006-6447-z | Comp. Opt. and Appl. |
Keywords | DocType | Volume |
multiparametric programming,convex programming,sensitivity analysis | Journal | 35 |
Issue | ISSN | Citations |
1 | 0926-6003 | 26 |
PageRank | References | Authors |
2.33 | 15 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Alberto Bemporad | 1 | 4353 | 568.62 |
| Carlo Filippi | 2 | 168 | 13.77 |