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research article

On the facet-to-facet property of solutions to convex parametric quadratic programs

Spjotvold, J.
•
Kerrigan, E.
•
Jones, Colin  
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2006
Automatica

In some of the recently developed algorithms for convex parametric quadratic programs it is implicitly assumed that the intersection of the closures of two adjacent critical regions is a facet of both closures; this will be referred to as the facet-to-facet property. It is shown by an example, whose solution is unique, that the facet-to-facet property does not hold in general. Consequently, some existing algorithms cannot guarantee that the entire parameter space will be explored. A simple modification, applicable to several existing algorithms, is presented for the purpose of overcoming this problem. Numerical results indicate that, compared to the original algorithms for parametric quadratic programs, the proposed method has lower computational complexity for problems whose solutions consist of a large number of critical regions.

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Type
research article
DOI
10.1016/j.automatica.2006.06.026
Author(s)
Spjotvold, J.
Kerrigan, E.
Jones, Colin  
Tondel, P.
Johansen, T.
Date Issued

2006

Publisher

Elsevier

Published in
Automatica
Volume

42

Issue

12

Start page

2209

End page

2214

Subjects

explicit model predictive control

•

parametric programming

•

quadratic programming

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
LA  
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/65314
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