화학공학소재연구정보센터
Automatica, Vol.47, No.9, 2112-2117, 2011
A novel approach to multiparametric quadratic programming
Multiparametric (mp) programming pre-computes optimal solutions offline which are functions of parameters whose values become apparent online. This makes it particularly well suited for applications that need a rapid solution of online optimization problems. In this work, we propose a novel approach to multiparametric programming problems based on an enumeration of active sets and use it to obtain a parametric solution for a convex quadratic program (QP). To avoid the combinatorial explosion of the enumeration procedure, an active set pruning criterion is presented that makes the enumeration implicit. The method guarantees that all regions of the partition are critical regions without any artificial cuts, and further that no region of the parameter space is left unexplored. (C) 2011 Elsevier Ltd. All rights reserved.