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Geometric Algorithm for Multiparametric Linear Programming.
- Source :
-
Journal of Optimization Theory & Applications . Sep2003, Vol. 118 Issue 3, p515-540. 26p. 2 Charts, 12 Graphs. - Publication Year :
- 2003
-
Abstract
- We propose a novel algorithm for solving multiparametric linear programming problems. Rather than visiting different bases of the associated LP tableau, we follow a geometric approach based on the direct exploration of the parameter space. The resulting algorithm has computational advantages, namely the simplicity of its implementation in a recursive form and an efficient handling of primal and dual degeneracy. Illustrative examples describe the approach throughout the paper. The algorithm is used to solve finite-time constrained optimal control problems for discrete-time linear dynamical systems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 118
- Issue :
- 3
- Database :
- Academic Search Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 11638193
- Full Text :
- https://doi.org/10.1023/B:JOTA.0000004869.66331.5c