Naslov
An Efficient Algorithm for Multiparametric Quadratic Programming

Autori
Baotić, Mato

Izvornik
An Efficient Algorithm for Multiparametric Quadratic Programming

Vrsta, podvrsta
Ostale vrste radova, izvještaj

Godina
2002

Ključne riječi
multiparametric quadratic programming (mp-QP); KKT conditions; critical region; iterative procedure

Sažetak
We present an efficient algorithm for multiparametric quadratic programming (mp-QP). As in [2], Karush Kuhn Tucker (KKT) conditions are used to characterize polyhedral critical regions and corresponding optimal solution. However, here we avoid unnecessary partitioning of the parameter space by using direct exploration strategy. Starting from the initial critical region we explore its neighborhood by crossing each of facets and checking if a feasible neighboring critical region exists. Procedure is then repeated in an iterative fashion with all newly generated regions.

Izvorni jezik
Engleski

Znanstvena područja
Elektrotehnika

POVEZANOST RADA