An algorithm for approximate multiparametric convex programming

An algorithm for approximate multiparametric convex programming

0.00 Avg rating0 Votes
Article ID: iaor20071449
Country: Netherlands
Volume: 35
Issue: 1
Start Page Number: 87
End Page Number: 108
Publication Date: Sep 2006
Journal: Computational Optimization and Applications
Authors: ,
Keywords: heuristics
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.

Reviews

Required fields are marked *. Your email address will not be published.