A novel approach to multiparametric quadratic programming |
| |
Authors: | Arun Gupta Sharad Bhartiya P.S.V. Nataraj[Author vitae] |
| |
Affiliation: | aDepartment of Chemical Engineering, Indian Institute of Technology, Bombay, Powai, Mumbai 400076, India;bSystems and Control Engineering, Indian Institute of Technology, Bombay, Powai, Mumbai 400076, India |
| |
Abstract: | 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. |
| |
Keywords: | Multiparametric programming Quadratic programming |
本文献已被 ScienceDirect 等数据库收录! |
|