Technical Report Subgradient Optimization for Convex Multiparametric Programming
نویسندگان
چکیده
In this paper we develop a subgradient optimization methodology for convex multiparametric nonlinear programs. We define a parametric subgradient, extend some classical optimization results to the multiparametric case, and design a subgradient algorithm that is shown to converge under traditional conditions. We use this algorithm to solve two illustrative example problems and demonstrate its accuracy and efficiency by comparing it to a state-of-the-art multiparametric nonlinear programming algorithm.
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