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Piecewise Linear Solution Paths for Parametric Piecewise Quadratic Programs
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2008 (English)In: Proceedings of the 17th IFAC World Congress, 2008, 2732-2737 p.Conference paper, Published paper (Refereed)
Abstract [en]

Recently, pathfollowing algorithms for parametric optimization problems withpiecewise linear solution paths have been developed within the field of regularized regression.This paper presents a generalization of these algorithms to a wider class of problems, namely aclass of parametric piecewise quadratic programs and related problems. By using pathfollowingalgorithms that exploit the piecewise linearity, the entire solution paths can be very efficientlycomputed. Possible applications include design parameter selection for identification methodssuch as Direct Weight Optimization.

Place, publisher, year, edition, pages
2008. 2732-2737 p.
Keyword [en]
Parametric programming, Convex optimization, Multi-objective optimization, Piecewise quadratic, Pathfollowing algorithm
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-89053DOI: 10.3182/20080706-5-KR-1001.00460OAI: oai:DiVA.org:liu-89053DiVA: diva2:606861
Conference
17th IFAC World Congress, Seoul, South Korea, July, 2008
Available from: 2013-02-20 Created: 2013-02-19 Last updated: 2013-02-20

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Roll, Jacob

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