Convex parametric piecewise quadratic optimization: Theory and algorithms

Patrinos, P; Sarimveis, H

dc.contributor.author	Patrinos, P	en
dc.contributor.author	Sarimveis, H	en
dc.date.accessioned	2014-03-01T01:35:28Z
dc.date.available	2014-03-01T01:35:28Z
dc.date.issued	2011	en
dc.identifier.issn	0005-1098	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/21060
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	Explicit dynamics	en
dc.subject.other	Linear programs	en
dc.subject.other	New applications	en
dc.subject.other	Parametric optimization	en
dc.subject.other	Piece-wise	en
dc.subject.other	Piecewise quadratic cost function	en
dc.subject.other	Piecewise quadratic function	en
dc.subject.other	Quadratic optimization	en
dc.subject.other	Algorithms	en
dc.subject.other	Cost functions	en
dc.subject.other	Dynamic programming	en
dc.subject.other	Electric network parameters	en
dc.subject.other	Optimization	en
dc.subject.other	Parameter estimation	en
dc.title	Convex parametric piecewise quadratic optimization: Theory and algorithms	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/j.automatica.2011.04.003	en
heal.identifier.secondary	http://dx.doi.org/10.1016/j.automatica.2011.04.003	en
heal.language	English	en
heal.publicationDate	2011	en
heal.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. (C) 2011 Elsevier Ltd. All rights reserved.	en
heal.publisher	PERGAMON-ELSEVIER SCIENCE LTD	en
heal.journalName	Automatica	en
dc.identifier.doi	10.1016/j.automatica.2011.04.003	en
dc.identifier.isi	ISI:000295344600026	en
dc.identifier.volume	47	en
dc.identifier.issue	8	en
dc.identifier.spage	1770	en
dc.identifier.epage	1777	en