102 citations · 543 across the 71 of their papers we have counts for
4 papers · 1 filter
Online Convex Optimization with Perturbed Constraints
Víctor Valls, George Iosifidis, Douglas J. Leith +1
This paper addresses Online Convex Optimization (OCO) problems where the constraints have additive perturbations that (i) vary over time and (ii) are not known at the time to make…
A Convex Optimization Approach to Discrete Optimal Control
Víctor Valls, Douglas J. Leith
In this paper, we bring the celebrated max-weight features (myopic and discrete actions) to mainstream convex optimization. Myopic actions are important in control because decision…
Descent With Approximate Multipliers is Enough: Generalising Max-Weight
Víctor Valls, Douglas J. Leith
We study the use of approximate Lagrange multipliers and discrete actions in solving convex optimisation problems. We observe that descent, which can be ensured using a wide range…
Max-Weight Revisited: Sequences of Non-Convex Optimisations Solving Convex Optimisations
Víctor Valls, Douglas J. Leith
We investigate the connections between max-weight approaches and dual subgradient methods for convex optimisation. We find that strong connections exist and we establish a clean, u…