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

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.

Published in:
Proceedings of the International Symposium on Mathematical Theory of Networks and Systems
Presented at:
International Symposium on Mathematical Theory of Networks and Systems, Kyoto, Japan, 2006

 Record created 2011-10-24, last modified 2019-03-16

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