Artículo
An Efficient Maximization Algorithm With Implications in Min-Max Predictive Control
Autor/es | Alamo, Teodoro
Muñoz de la Peña Sequedo, David Camacho, Eduardo F. |
Departamento | Universidad de Sevilla. Departamento de Ingeniería de Sistemas y Automática |
Fecha de publicación | 2008 |
Fecha de depósito | 2020-03-20 |
Publicado en |
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Resumen | In this technical note, an algorithm for binary quadratic programs defined by matrices with band structure is proposed. It was shown in the article by T. Alamo, D. M. de la Pentildea, D. Limon, and E. F. Camacho, ... In this technical note, an algorithm for binary quadratic programs defined by matrices with band structure is proposed. It was shown in the article by T. Alamo, D. M. de la Pentildea, D. Limon, and E. F. Camacho, ldquoConstrained min-max predictive control: modifications of the objective function leading to polynomial complexity,rdquo IEEE Tran. Autom. Control , vol. 50, pp. 710-714, May 2005, that this class of problems arise in robust model predictive control when min-max techniques are applied. Although binary quadratic problems belongs to a class of NP-complete problems, the computational burden of the proposed maximization algorithm for band matrices is polynomial with the dimension of the optimization variable and exponential with the band size. Computational results and comparisons on several hundred test problems demonstrate the efficiency of the algorithm. |
Cita | Alamo, T., Muñoz de la Peña Sequedo, D. y Camacho, E.F. (2008). An Efficient Maximization Algorithm With Implications in Min-Max Predictive Control. IEEE Transactions on Automatic Control, 53 (9), 2192-2197. |