Convex parametric piecewise quadratic optimization: Theory, Algorithms and Control Applications

نویسندگان

  • Panagiotis Patrinos
  • Haralambos Sarimveis
چکیده

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 programming algorithms to problems with piecewise quadratic cost functions, paving the way for new applications of parametric programming in dynamic programming and optimal control.

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تاریخ انتشار 2010