On-line Non-Convex Constrained Optimization

Abstract

Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary differential equation (ODE). We then derive an efficient algorithm based on a predictor-corrector method, to track the ODE solution.

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Cited by in corpus (3)

• Escaping spurious local minimum trajectories in online time-varying nonconvex optimization
• Mixed-Integer Path-Stable Optimisation, with Applications in Model-Predictive Control of Water Systems
• Finite-time Newton seeking control