Piecewise Linear Solution Paths for Parametric Piecewise Quadratic Programs
2008 (English)In: Proceedings of the 17th IFAC World Congress, 2008, 2732-2737 p.Conference paper (Refereed)
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.
Parametric programming, Convex optimization, Multi-objective optimization, Piecewise quadratic, Pathfollowing algorithm
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-89053DOI: 10.3182/20080706-5-KR-1001.00460OAI: oai:DiVA.org:liu-89053DiVA: diva2:606861
17th IFAC World Congress, Seoul, South Korea, July, 2008