A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings
From MaRDI portal
Publication:710681
DOI10.1016/j.automatica.2010.06.008zbMath1202.90207OpenAlexW2076896389MaRDI QIDQ710681
Haralambos Sarimveis, Panagiotis Patrinos
Publication date: 22 October 2010
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2010.06.008
Convex programming (90C25) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)
Related Items
A two-phase algorithm for the multiparametric linear complementarity problem, Online constraint removal: accelerating MPC with a Lyapunov function, Exact optimization: Part I, Convex quadratic equation, A dynamic programming approach to solving constrained linear-quadratic optimal control problems, Convex parametric piecewise quadratic optimization: theory and algorithms, Computing the partial conjugate of convex piecewise linear-quadratic bivariate functions, Stochastic model predictive control for constrained discrete-time Markovian switching systems, Explicit model predictive control: a connected-graph approach, The exact solution of multiparametric quadratically constrained quadratic programming problems, QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs, Linear-Time Convexity Test for Low-Order Piecewise Polynomials, Model predictive control: recent developments and future promise, An algorithm for global solution to bi-parametric linear complementarity constrained linear programs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A numerically stable dual method for solving strictly convex quadratic programs
- Geometric algorithm for multiparametric linear programming
- Convergence behavior of interior-point algorithms
- On the facet-to-facet property of solutions to convex parametric quadratic programs
- Multiobjective model predictive control
- A simple characterization of solutions sets of convex programs
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- Computation of the constrained infinite time linear quadratic regulator
- An algorithm for multi-parametric quadratic programming and explicit MPC solutions
- Directional derivatives of the solution of a parametric nonlinear program
- Lexicographic perturbation for multiparametric linear programming with applications to control
- Continuous selection and unique polyhedral representation of solutions to convex parametric quadratic programs
- Multiparametric linear programming with applications to control
- Solution Sensitivity from General Principles
- Ample Parameterization of Variational Inclusions
- A Survey on Explicit Model Predictive Control
- An output-sensitive algorithm for multi-parametric LCPs with sufficient matrices
- Some continuity properties of polyhedral multifunctions
- Numerical Optimization
- Sensitivity Analysis of Solutions to Generalized Equations
- Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Variational conditions and the proto-differentiation of partial subgradient mappings
- Model predictive control based on linear programming - the explicit solution
- Hybrid Systems: Computation and Control
- Primal-Dual Enumeration for Multiparametric Linear Programming
- Set-valued analysis
- Primal-dual solution perturbations in convex optimization
- The explicit linear quadratic regulator for constrained systems
