Constructive solution of inverse parametric linear/quadratic programming problems
Résumé
Parametric convex programming has received a lot of attention, since it
has many applications in chemical engineering, control engineering, signal processing,
etc. Further, inverse optimality plays an important role in many contexts, e.g.,
image processing, motion planning. This paper introduces a constructive solution of
the inverse optimality problem for the class of continuous piecewise affine functions.
The main idea is based on the convex lifting concept. Accordingly, an algorithm to
construct convex liftings of a given convexly liftable partition will be put forward.
Following this idea, an important result will be presented in this article: any continuous
piecewise affine function defined over a polytopic partition is the solution of a
parametric linear/quadratic programming problem. Regarding linear optimal control,
it will be shown that any continuous piecewise affine control law can be obtained via
a linear optimal control problem with the control horizon at most equal to 2 prediction
steps.
Domaines
Automatique / RobotiqueOrigine | Fichiers produits par l'(les) auteur(s) |
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