An Adaptive Algorithm for the Approximation of General Linear-Parametric Optimization Problems (opens in new tab)

Linear-multi-parametric optimization problems are a widely studied class of optimization problems. The objective function in such a problem is affine linear dependent on a parameter vector, and the goal is to compute a set of solutions that contains an optimal solution for every fixed parameter vector. However, this is known to be computationally challenging: The underlying non-parametric problem might be NP-hard, and, in addition, optimal sol...