Time-Varying Optimization: Algorithms and Engineering Applications
Optimization and Control
2018-08-02 v2
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.
Keywords
Cite
@article{arxiv.1807.07032,
title = {Time-Varying Optimization: Algorithms and Engineering Applications},
author = {Andrea Simonetto},
journal= {arXiv preprint arXiv:1807.07032},
year = {2018}
}
Comments
10 pages, v2 corrects a typo in assumption 4