A novel approach to multiparametric quadratic programming

被引：98

作者：

Gupta, Arun ^{[1
]}

Bhartiya, Sharad ^{[1
]}

Nataraj, P. S. V.

机构：

[1] Indian Inst Technol, Dept Chem Engn, Bombay 400076, Maharashtra, India

来源：

AUTOMATICA | 2011年 / 47卷 / 09期

关键词：

Multiparametric programming; Quadratic programming; ALGORITHM;

D O I：

10.1016/j.automatica.2011.06.019

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Multiparametric (mp) programming pre-computes optimal solutions offline which are functions of parameters whose values become apparent online. This makes it particularly well suited for applications that need a rapid solution of online optimization problems. In this work, we propose a novel approach to multiparametric programming problems based on an enumeration of active sets and use it to obtain a parametric solution for a convex quadratic program (QP). To avoid the combinatorial explosion of the enumeration procedure, an active set pruning criterion is presented that makes the enumeration implicit. The method guarantees that all regions of the partition are critical regions without any artificial cuts, and further that no region of the parameter space is left unexplored. (C) 2011 Elsevier Ltd. All rights reserved.

引用

页码：2112 / 2117

页数：6

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