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Results tagged with oc.optimization-and-control
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user 546305
Operations research, linear programming, control theory, systems theory, optimal control, game theory
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Change in active constraints when perturbing the objective of a QP
Suppose I have a quadratic program (with positive semidefinite cost matrix) with affine (polytopic) constraints. It is known that the solution to this is piecewise affine, with the ``pieces'' defined …
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