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A Linear Programmin...
A Linear Programming Method Based on Proximal-Point Iterations With Applications to Multi-Parametric Programming
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- Arnström, Daniel (author)
- Linköpings universitet,Reglerteknik,Tekniska fakulteten
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- Bemporad, Alberto (author)
- IMT Sch Adv Studies Lucca, Italy
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- Axehill, Daniel (author)
- Linköpings universitet,Reglerteknik,Tekniska fakulteten
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(creator_code:org_t)
- IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 2022
- 2022
- English.
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In: IEEE Control Systems Letters. - : IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC. - 2475-1456. ; 6, s. 2066-2071
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Abstract
Subject headings
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- We propose a linear programming method that is based on active-set changes and proximal-point iterations. The method solves a sequence of least-distance problems using a warm-started quadratic programming solver that can reuse internal matrix factorizations from the previously solved least-distance problem. We show that the proposed method terminates in a finite number of iterations and that it outperforms state-of-the-art LP solvers in scenarios where an extensive number of small/medium scale LPs need to be solved rapidly, occurring in, for example, multi-parametric programming algorithms. In particular, we show how the proposed method can accelerate operations such as redundancy removal, computation of Chebyshev centers and solving linear feasibility problems.
Subject headings
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Keyword
- Linear programming; Programming; Prediction algorithms; Linear systems; Indexes; Approximation algorithms; Real-time systems; Optimization algorithms; predictive control for linear systems
Publication and Content Type
- ref (subject category)
- art (subject category)
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