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A Geometric Algorithm for Multi-Parametric Linear Programming

Author(s):

F. Borrelli, A. Bemporad, M. Morari
Conference/Journal:

Journal of Optimization Theory and Applications, vol. 118, no. 3, pp. 515-540
Abstract:

We propose a novel algorithm for solving {em multiparametric linear programming} problems. Rather than visiting different bases of the associated LP tableau we follow a geometric approach based on the direct exploration of the parameter space. The resulting algorithm has computational advantages, namely the simplicity of its implementation in a recursive form and an efficient handling of primal and dual degeneracy. Illustrative examples describe the approach throughout the paper. The algorithm is used to solve finite-time constrained optimal control problems for discrete-time linear dynamical systems.

Year:

2003
Type of Publication:

(01)Article
Supervisor:



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% Autogenerated BibTeX entry
@Article { BorBem:2003:IFA_236,
    author={F. Borrelli and A. Bemporad and M. Morari},
    title={{A Geometric Algorithm for Multi-Parametric Linear
	  Programming}},
    journal={Journal of Optimization Theory and Applications},
    year={2003},
    volume={118},
    number={3},
    pages={515--540},
    month=sep,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=236}
}
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