Short Bios of the Authors |
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xvii | |
Preface |
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xxi | |
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1 | (18) |
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1.1 Concepts of Optimization |
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1 | (5) |
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1 | (1) |
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1.1.1.1 Properties of Convex Sets |
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2 | (1) |
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1.1.1.2 Properties of Convex Functions |
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2 | (1) |
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1.1.2 Optimality Conditions |
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3 | (2) |
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1.1.2.1 Karush-Kuhn-Tucker Necessary Optimality Conditions |
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5 | (1) |
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1.1.2.2 Karun-Kush-Tucker First-Order Sufficient Optimality Conditions |
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5 | (1) |
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1.1.3 Interpretation of Lagrange Multipliers |
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6 | (1) |
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1.2 Concepts of Multi-parametric Programming |
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6 | (3) |
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1.2.1 Basic Sensitivity Theorem |
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6 | (3) |
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9 | (7) |
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1.3.1 Approaches for the Removal of Redundant Constraints |
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11 | (1) |
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1.3.1.1 Lower-Upper Bound Classification |
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12 | (1) |
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1.3.1.2 Solution of Linear Programming Problem |
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13 | (1) |
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13 | (1) |
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1.3.3 Modeling of the Union of Polytopes |
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14 | (2) |
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1.4 Organization of the Book |
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16 | (3) |
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16 | (3) |
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Part I Multi-parametric Optimization |
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19 | (168) |
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2 Multi-parametric Linear Programming |
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21 | (24) |
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22 | (6) |
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23 | (2) |
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25 | (3) |
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28 | (4) |
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29 | (1) |
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30 | (1) |
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2.2.3 Connections Between Degeneracy and Optimality Conditions |
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31 | (1) |
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2.3 Critical Region Definition |
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32 | (1) |
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2.4 An Example: Chicago to Topeka |
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33 | (5) |
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2.4.1 The Deterministic Solution |
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34 | (1) |
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2.4.2 Considering Demand Uncertainty |
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35 | (1) |
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2.4.3 Interpretation of the Results |
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36 | (2) |
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38 | (7) |
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39 | (6) |
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3 Multi-Parametric Quadratic Programming |
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45 | (22) |
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3.1 Calculation of the Parametric Solution |
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47 | (2) |
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3.1.1 Solution via the Basic Sensitivity Theorem |
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47 | (1) |
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3.1.2 Solution via the Parametric Solution of the KKT Conditions |
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48 | (1) |
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49 | (6) |
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49 | (1) |
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50 | (2) |
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3.2.3 Structural Analysis of the Parametric Solution |
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52 | (3) |
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3.3 Chicago to Topeka with Quadratic Distance Cost |
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55 | (6) |
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3.3.1 Interpretation of the Results |
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56 | (5) |
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61 | (6) |
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63 | (4) |
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4 Solution Strategies for mp-LP and mp-QP Problems |
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67 | (22) |
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68 | (2) |
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4.2 The Geometrical Approach |
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70 | (5) |
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4.2.1 Define A Starting Point 00 |
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70 | (1) |
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4.2.2 Fix 90 in Problem (4.1), and Solve the Resulting QP |
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71 | (1) |
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4.2.3 Identify The Active Set for The Solution of The QP Problem |
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72 | (1) |
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4.2.4 Move Outside the Found Critical Region and Explore the Parameter Space |
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72 | (3) |
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4.3 The Combinatorial Approach |
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75 | (3) |
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76 | (2) |
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4.4 The Connected-Graph Approach |
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78 | (3) |
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81 | (2) |
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83 | (6) |
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85 | (4) |
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5 Multi-parametric Mixed-integer Linear Programming |
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89 | (18) |
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90 | (2) |
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5.1.1 From mp-LP to mp-MILP Problems |
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90 | (1) |
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91 | (1) |
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5.2 Comparing the Solutions from Different mp-LP Problems |
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92 | (4) |
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5.2.1 Identification of Overlapping Critical Regions |
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93 | (2) |
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5.2.2 Performing the Comparison |
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95 | (1) |
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5.2.3 Constraint Reversal for Coverage of Parameter Space |
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95 | (1) |
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5.3 Multi-parametric Integer Linear Programming |
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96 | (3) |
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5.4 Chicago to Topeka Featuring a Purchase Decision |
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99 | (3) |
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5.4.1 Interpretation of the Results |
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99 | (3) |
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102 | (5) |
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103 | (4) |
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6 Multi-parametric Mixed-integer Quadratic Programming |
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107 | (18) |
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109 | (1) |
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6.1.1 From mp-QP to mp-MIQP Problems |
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109 | (1) |
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109 | (1) |
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6.2 Comparing the Solutions from Different mp-QP Problems |
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110 | (3) |
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6.2.1 Identification of overlapping critical regions |
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112 | (1) |
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6.2.2 Performing the Comparison |
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112 | (1) |
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6.3 Envelope of Solutions |
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113 | (1) |
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6.4 Chicago to Topeka Featuring Quadratic Cost and A Purchase Decision |
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114 | (5) |
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6.4.1 Interpretation of the Results |
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115 | (4) |
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119 | (6) |
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121 | (4) |
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7 Solution Strategies for mp-MILP and mp-MIQP Problems |
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125 | (22) |
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126 | (1) |
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127 | (3) |
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7.2.1 Introducing Suboptimality |
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129 | (1) |
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130 | (3) |
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1.4 Exhaustive Enumeration |
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133 | (1) |
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7.5 The Comparison Procedure |
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134 | (4) |
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135 | (2) |
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137 | (1) |
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138 | (4) |
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138 | (3) |
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7.6.2 Comparison Procedure |
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141 | (1) |
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142 | (5) |
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144 | (3) |
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8 Solving Multi-parametric Programming Problems Using MATLAB® |
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147 | (18) |
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8.1 An Overview over the Functionalities of POP |
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148 | (1) |
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148 | (2) |
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8.2.1 Solution of mp-QP Problems |
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148 | (1) |
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8.2.2 Solution of mp-MIQP Problems |
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148 | (1) |
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8.2.3 Requirements and Validation |
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149 | (1) |
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8.2.4 Handling of Equality Constraints |
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149 | (1) |
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8.2.5 Solving Problem (7.2) |
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149 | (1) |
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150 | (1) |
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151 | (2) |
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8.4.1 Merits and Shortcomings of The Problem Library |
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152 | (1) |
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8.5 Graphical User Interface (GUI) |
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153 | (1) |
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8.6 Computational Performance for Test Sets |
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154 | (2) |
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8.6.1 Continuous Problems |
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154 | (1) |
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8.6.2 Mixed-integer Problems |
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154 | (2) |
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156 | (9) |
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162 | (1) |
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162 | (3) |
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9 Other Developments in Multi-parametric Optimization |
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165 | (22) |
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9.1 Multi-parametric Nonlinear Programming |
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165 | (2) |
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166 | (1) |
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9.1.2 The Non-convex Case |
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167 | (1) |
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9.2 Dynamic Programming via Multi-parametric Programming |
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167 | (3) |
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9.2.1 Direct and Indirect Approaches |
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169 | (1) |
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9.3 Multi-parametric Linear Complementarity Problem |
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170 | (1) |
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9.4 Inverse Multi-parametric Programming |
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171 | (1) |
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9.5 Bilevel Programming Using Multi-parametric Programming |
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172 | (1) |
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9.6 Multi-parametric Multi-objective Optimization |
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173 | (14) |
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174 | (13) |
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Part II Multi-parametric Model Predictive Control |
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187 | (94) |
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10 Multi-parametric/Explicit Model Predictive Control |
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189 | (22) |
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189 | (2) |
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10.2 From Transfer Functions to Discrete Time State-Space Models |
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191 | (4) |
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10.3 From Discrete Time State-Space Models to Multi-parametric Programming |
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195 | (5) |
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10.4 Explicit LQR - An Example of mp-MPC |
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200 | (6) |
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10.4.1 Problem Formulation and Solution |
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200 | (2) |
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10.4.2 Results and Validation |
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202 | (4) |
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10.5 Size of the Solution and Online Computational Effort |
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206 | (5) |
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207 | (4) |
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11 Extensions to Other Classes of Problems |
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211 | (32) |
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11.1 Hybrid Explicit M PC |
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211 | (8) |
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11.1.1 Explicit Hybrid M PC - An Example of mp-M PC |
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213 | (2) |
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11.1.2 Results and Validation |
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215 | (4) |
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11.2 Disturbance Rejection |
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219 | (3) |
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11.2.1 Explicit Disturbance Rejection - An Example of mp-MPC |
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220 | (2) |
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11.2.2 Results and Validation |
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222 | (1) |
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11.3 Reference Trajectory Tracking |
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222 | (10) |
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11.3.1 Reference Tracking to LQR Reformulation |
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227 | (3) |
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11.3.2 Explicit Reference Tracking - An Example of mp-MPC |
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230 | (2) |
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11.3.3 Results and Validation |
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232 | (1) |
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11.4 Moving Horizon Estimation |
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232 | (7) |
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11.4.1 Multi-parametric Moving Horizon Estimation |
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232 | (5) |
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237 | (1) |
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11.4.1.2 Recent Developments |
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237 | (1) |
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238 | (1) |
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11.5 Other Developments in Explicit MPC |
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239 | (4) |
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240 | (3) |
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12 PAROC: PARametric Optimization and Control |
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243 | (38) |
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243 | (3) |
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246 | (15) |
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12.2.1 "High Fidelity" Modeling and Analysis |
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247 | (1) |
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12.2.2 Model Approximation |
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247 | (1) |
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12.2.2.1 Model Approximation Algorithms: A User Perspective Within the PAROC Framework |
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247 | (10) |
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12.2.3 Multi-parametric Programming |
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257 | (2) |
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12.2.4 Multi-parametric Moving Horizon Policies |
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259 | (1) |
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12.2.5 Software Implementation and Closed-Loop Validation |
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259 | (1) |
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12.2.5.1 Multi-parametric Programming Software |
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259 | (1) |
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12.2.5.2 Integration of PAROC in gPROMS® ModelBuilder |
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260 | (1) |
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12.3 Case Study: Distillation Column |
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261 | (8) |
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12.3.1 "High Fidelity" Modeling |
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262 | (2) |
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12.3.2 Model Approximation |
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264 | (1) |
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12.3.3 Multi-parametric Programming, Control, and Estimation |
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265 | (2) |
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12.3.4 Closed-Loop Validation |
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267 | (1) |
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268 | (1) |
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12.4 Case Study: Simple Buffer Tank |
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269 | (1) |
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269 | (4) |
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12.5.1 "High Fidelity" Dynamic Modeling |
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269 | (1) |
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12.5.2 Model Approximation |
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270 | (1) |
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12.5.3 Design of the Multi-parametric Model Predictive Controller |
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271 | (1) |
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12.5.4 Closed-Loop Validation |
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272 | (1) |
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273 | (1) |
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273 | (8) |
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273 | (8) |
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A Appendix for the mp-MPC Chapter 10 |
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281 | (4) |
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B Appendix for the mp-MPC Chapter 11 |
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285 | (6) |
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B.1 Matrices for the mp-QP Problem Corresponding to the Example of Section 11.3.2 |
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285 | (6) |
Index |
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