Читать книгу Multi-parametric Optimization and Control - Efstratios N. Pistikopoulos - Страница 54
2.1.1 Local Properties
Оглавление Consider a fixed, nominal point , which transforms the mp‐LP problem (2.2) into an LP problem of type (2.1). The solution of this LP problem at yields the solution as well as the values of the Lagrange multipliers . Based on these, the indices of the active set are identified:
(2.3a)
(2.3b)
