Approximate solution algorithm for multi-parametric non-convex programming problems with polyhedral constraints

Abstract

In this paper, we developed a novel algorithmic approach for the solution of multi-parametricnon-convex programming problems with continuous decision variables. The basic idea of the proposedapproach 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 numericalexamples are presented to illustrate the effectiveness and applicability of the proposed method onmulti-parametric non-convex programming problems with polyhedral constraints