A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings

Patrinos, P; Sarimveis, H

dc.contributor.author	Patrinos, P	en
dc.contributor.author	Sarimveis, H	en
dc.date.accessioned	2014-03-01T01:32:28Z
dc.date.available	2014-03-01T01:32:28Z
dc.date.issued	2010	en
dc.identifier.issn	0005-1098	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/20151
dc.subject	Algorithms and software	en
dc.subject	Control of constrained systems	en
dc.subject	Parametric optimization	en
dc.subject.classification	Automation & Control Systems	en
dc.subject.classification	Engineering, Electrical & Electronic	en
dc.subject.other	Control community	en
dc.subject.other	Critical region	en
dc.subject.other	Efficient algorithm	en
dc.subject.other	Parametric optimization	en
dc.subject.other	Parametric programming	en
dc.subject.other	Quadratic programs	en
dc.subject.other	Theoretical result	en
dc.subject.other	Algorithms	en
dc.subject.other	Constrained optimization	en
dc.subject.other	Electric network parameters	en
dc.subject.other	Parameter estimation	en
dc.title	A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/j.automatica.2010.06.008	en
heal.identifier.secondary	http://dx.doi.org/10.1016/j.automatica.2010.06.008	en
heal.language	English	en
heal.publicationDate	2010	en
heal.abstract	In this paper we derive formulas for computing graphical derivatives of the (possibly multivalued) solution mapping for convex parametric quadratic programs. Parametric programming has recently received much attention in the control community, however most algorithms are based on the restrictive assumption that the so called critical regions of the solution form a polyhedral subdivision, i.e. the intersection of two critical regions is either empty or a face of both regions. Based on the theoretical results of this paper, we relax this assumption and show how we can efficiently compute all adjacent full dimensional critical regions along a facet of an already discovered critical region. Coupling the proposed approach with the graph traversal paradigm, we obtain very efficient algorithms for the solution of parametric convex quadratic programs. (c) 2010 Elsevier Ltd. All rights reserved.	en
heal.publisher	PERGAMON-ELSEVIER SCIENCE LTD	en
heal.journalName	Automatica	en
dc.identifier.doi	10.1016/j.automatica.2010.06.008	en
dc.identifier.isi	ISI:000281991600001	en
dc.identifier.volume	46	en
dc.identifier.issue	9	en
dc.identifier.spage	1405	en
dc.identifier.epage	1418	en