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Approximation of convex piecewise quadratic functions

Author(s):

F.A. Cuzzola, F. Borrelli, G. Ferrari-Trecate, M. Morari
Conference/Journal:

vol. AUT02-08
Abstract:

We propose a technique for the calculation of a possibly tight upper-bound or lower-bound to Convex Piece-Wise Quadratic (CPWQ) functions. The bounding functions are chosen in families of CPWQ functions of reduced complexity. The main purpose of this approximation method is to provide a method to reduce the computational complexity of algorithms for stochastic programming and optimal control minimizing CPWQ cost functionals. This goal is achieved by exploiting the combined use of clustering algorithms and Linear Matrix Inequality optimization.

Further Information
Year:

2002
Type of Publication:

(04)Technical Report
Supervisor:



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% Autogenerated BibTeX entry
@TechReport { CuzEtal:2002:IFA_369,
    author={F.A. Cuzzola and F. Borrelli and G. Ferrari-Trecate and M. Morari},
    title={{Approximation of convex piecewise quadratic functions}},
    institution={},
    year={2002},
    number={},
    address={},
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=369}
}
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