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Continuous Selection and Unique Polyhedral Representation of Solutions to Convex Parametric Quadratic Programs

Author

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  • J. Spjøtvold

    (Norwegian University of Science and Technology)

  • P. Tøndel

    (SINTEF ICT)

  • T. A. Johansen

    (Norwegian University of Science and Technology)

Abstract

A method for obtaining continuous solutions to convex quadratic and linear programs with parameters in the linear part of the objective function and right-hand side of the constraints is presented. For parameter values for which the problem has nonunique solutions, the optimizer with the least Euclidean norm is selected. The normal cone optimality condition is utilized to obtain a unique polyhedral representation of the piecewise affine minimizer function.

Suggested Citation

  • J. Spjøtvold & P. Tøndel & T. A. Johansen, 2007. "Continuous Selection and Unique Polyhedral Representation of Solutions to Convex Parametric Quadratic Programs," Journal of Optimization Theory and Applications, Springer, vol. 134(2), pages 177-189, August.
    • Handle: RePEc:spr:joptap:v:134:y:2007:i:2:d:10.1007_s10957-007-9215-z
    DOI: 10.1007/s10957-007-9215-z
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    References listed on IDEAS

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    Cited by:

    1. Amir Akbari & Paul I. Barton, 2018. "An Improved Multi-parametric Programming Algorithm for Flux Balance Analysis of Metabolic Networks," Journal of Optimization Theory and Applications, Springer, vol. 178(2), pages 502-537, August.

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