Approximate solution algorithm for multi-parametric non-convex programming problems with polyhedral constraints
DOI:
https://doi.org/10.11121/ijocta.01.2014.00171Keywords:
Multi-parametric Programming, Convex relaxationAbstract
In this paper, we developed a novel algorithmic approach for thesolution of multi-parametric non-convex programming problems withcontinuous decision variables. The basic idea of the proposedapproach is based on successive convex relaxation of each non-convexterms and sensitivity analysis theory. The proposed algorithm isimplemented using MATLAB software package and numericalexamples are presented to illustrate the effectiveness andapplicability of the proposed method on multi-parametric non-convexprogramming problems with polyhedral constraints.Downloads
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