Optimization Group

Approximation of Multi-Parametric Programming Problems

The project "Approximation of Multi-Parametric Programming Problems" is funded by the German Research Foundation (Deutsche Forschungsgemeinschaft, DFG) from July 1, 2023 to June 30, 2026.

Description

In parametric programming problems the objective function and/or the feasible set depend on one or several unknown parameters. The task then consists of solving the problem for each possible combination of parameter values. For most parametric programming problems, however, specifying an optimal solution for each combination of parameter values requires an enormous number of solutions. Consequently, these problems are usually very difficult to solve exactly and the applicability of exact solution algorithms is often severely limited. This particularly holds for multi-parametric problems, where several parameters are involved. Hence, this project aims at developing efficient approximation methods for one- and multi-parametric programming problems that are applicable under weak assumptions and produce approximations with provably good approximation quality and small cardinality. In addition, the field of parametric programming will be widened by performing the first systematic investigation concerning problems with non-linear parameter dependencies and/or multiple objectives.

Cooperation partner

Prof. Dr. Clemens Thielen (Weihenstephan-Triesdorf University of Applied Science)

Funding

Go to top