Time-Varying Optimization: Algorithms and Engineering Applications

Abstract

This is the write-up of the talk I gave at the 23rd International Symposium on Mathematical Programming (ISMP) in Bordeaux, France, July 6th, 2018. The talk was a general overview of the state of the art of time-varying, mainly convex, optimization, with special emphasis on discrete-time algorithms and applications in energy and transportation. This write-up is mathematically correct, while its style is somewhat less formal than a standard paper.

arXiv comment10 pages, v2 corrects a typo in assumption 4

References in corpus (5)

• Embedded Online Optimization for Model Predictive Control at Megahertz Rates
• A Class of Prediction-Correction Methods for Time-Varying Convex Optimization
• Prediction-Correction Algorithms for Time-Varying Constrained Optimization
• Recursive Recovery of Sparse Signal Sequences from Compressive Measurements: A Review
• Time-Varying Convex Optimization via Time-Varying Averaged Operators