Convex parametric piecewise quadratic optimization: Theory and algorithms |
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| Authors: | Panagiotis Patrinos Haralambos Sarimveis[Author vitae] |
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| Affiliation: | aDepartment of Mechanical and Structural Engineering, University of Trento, Via Mesiano 77, 38100 Trento, Italy;bSchool of Chemical Engineering, National Technical University of Athens, 9 Heroon Polytechneiou Street, 15780 Zografou Campus, Athens, Greece |
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| Abstract: | In this paper we study the problem of parametric minimization of convex piecewise quadratic functions. Our study provides a unifying framework for convex parametric quadratic and linear programs. Furthermore, it extends parametric optimization algorithms to problems with piecewise quadratic cost functions, paving the way for new applications of parametric optimization in explicit dynamic programming and optimal control with quadratic stage cost. |
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| Keywords: | Parametric optimization Algorithms and software Control of constrained systems |
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