A Method for Obtaining Continuous Solutions to Multiparametric Linear Programs
نویسندگان
چکیده
A modification of the geometric algorithm for solving multiparametric linear programs (mp-LP) is presented. The modification preserves the simplicity of the algorithm and ensures that the optimal, piecewise affine, mapping from parameter to solution space is continuous. When the mp-LP has non-unique solutions, the optimizer with the least Euclidian norm is selected. Copyright c © IFAC 2005
منابع مشابه
A New Approach for Approximating Solution of Continuous Semi-Infinite Linear Programming
This paper describes a new optimization method for solving continuous semi-infinite linear problems. With regard to the dual properties, the problem is presented as a measure theoretical optimization problem, in which the existence of the solution is guaranteed. Then, on the basis of the atomic measure properties, a computation method was presented for obtaining the near optimal so...
متن کاملOn Analytic Solutions of Elastic Net Displacements around a Circular Tunnel
Displacements around a tunnel, occurring as a result of excavation, consist of the elastic and plastic parts. In this paper, we discuss the elastic part of displacements as a result of excavation, called net displacement. In general, the previous analytical solutions presented for determining the displacements around a circular tunnel in an elastic medium do not give the net displacements...
متن کاملAn Improved Recurrence Method for Simple Continuous Linear Programs
⎯In this paper we discuss a special class of continuous linear programs called simple continuous linear programs (SP). In our recent paper [Wen et al. (2009)], we proposed a recurrence algorithm for solving (SP). The major computational works in the proposed algorithm are finding the global minimal values of the given continuous functions on 2 intervals. However, when n becomes large, it could ...
متن کاملLexicographic perturbation for multiparametric linear programming with applications to control
Optimal control problems for constrained linear systems with a linear cost can be posed as multiparametric linear programs with a parameter in the cost, or equivalently the right-hand side of the constraints, and solved explicitly offline. Degeneracy occurs when the control input, or optimiser, is non-unique, which can cause chattering of the control input and overlap of the polyhedral regions ...
متن کاملContinuous $ k $-Frames and their Dual in Hilbert Spaces
The notion of $k$-frames was recently introduced by Gu avruc ta in Hilbert spaces to study atomic systems with respect to a bounded linear operator. A continuous frame is a family of vectors in a Hilbert space which allows reproductions of arbitrary elements by continuous super positions. In this manuscript, we construct a continuous $k$-frame, so called c$k$-frame along with an atomic system ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2005