A Unified Tool for Solving Uni-Parametric Linear Programs, Convex Quadratic Programs, and Linear Complementarity Problems
Optimization and Control
2022-03-25 v1
Abstract
We introduce a new technique for solving uni-parametric versions of linear programs, convex quadratic programs, and linear complementarity problems in which a single parameter is permitted to be present in any of the input data. We demonstrate the use of our method on a small, motivating example and present the results of a small number of computational tests demonstrating its utility for larger scale problems.
Cite
@article{arxiv.2203.13135,
title = {A Unified Tool for Solving Uni-Parametric Linear Programs, Convex Quadratic Programs, and Linear Complementarity Problems},
author = {Nathan Adelgren},
journal= {arXiv preprint arXiv:2203.13135},
year = {2022}
}
Comments
10 pages, 1 figure