Every continuous piecewise affine function can be obtained by solving a parametric linear program.
Andreas B. HempelPaul J. GoulartJohn LygerosPublished in: ECC (2013)
Keyphrases
- linear program
- piecewise affine
- simplex method
- linear programming
- linear programming problems
- integer program
- linear relaxation
- mixed integer
- semi infinite
- approximate dynamic programming
- nonlinear programming
- column generation
- lagrange multipliers
- mixed integer program
- quadratic program
- interior point methods
- np hard
- objective function
- simplex algorithm
- stochastic programming
- multistage stochastic
- lp relaxation
- convex functions
- primal dual
- solving problems
- sufficient conditions
- mixed integer linear program
- computational complexity