5 citations · 7 across the 6 of their papers we have counts for
4 papers · 1 filter
Online Sketched Newton-Raphson
Jean-Luc Lupien, Yuen-Man Pun, Youssef Diouane +2
In online convex optimization (OCO), a decision-maker is confronted with an unknown environment and seeks to play an optimal sequence of decisions on a short time-scale using only…
Ex Post Conditions for the Exactness of Optimal Power Flow Conic Relaxations
Jean-Luc Lupien, Antoine Lesage-Landry
Convex relaxations of the optimal power flow (OPF) problem provide an efficient alternative to solving the intractable alternating current (AC) optimal power flow. The conic subset…
Online Interior-point Methods for Time-varying Equality-constrained Optimization
Jean-Luc Lupien, Iman Shames, Antoine Lesage-Landry
An important challenge in the online convex optimization (OCO) setting is to incorporate generalized inequalities and time-varying constraints. The inclusion of constraints in OCO…
An Online Newton's Method for Time-varying Linear Equality Constraints
Jean-Luc Lupien, Antoine Lesage-Landry
We consider online optimization problems with time-varying linear equality constraints. In this framework, an agent makes sequential decisions using only prior information. At ever…