Approximate solution algorithm for multi-parametric non-convex programming problems with polyhedral constraints
In this paper, we developed a novel algorithmic approach for the solution of multi-parametric non-convex programming problems with continuous decision variables. The basic idea of the proposed approach is based on successive convex relaxation of each non-convex terms and sensitivity analysis theory. The proposed algorithm is implemented using MATLAB software package and numerical examples are presented to illustrate the effectiveness and applicability of the proposed method on multi-parametric non-convex programming problems with polyhedral constraints.
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