Discrete-time Euler-smoothing methods for time-varying convex constrained optimization

DOI10.1016/J.JFRANKLIN.2024.106898MaRDI QIDQ6559340zbMATH OpenFDO

Authors Tie Ni, Xuezhi Xie, Wei-Zhe Gu

Publication date 21 June 2024

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JFRANKLIN.2024.106898

zbMATH Keywords

complementarity functionKarush-Kuhn-Tucker conditionsonline optimizationprediction-correction methodsmoothing techniquetime-varying optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Recommendations

• Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems
• Distributed continuous‐time constrained convex optimization with general time‐varying cost functions
• Nonlinear optimization filters for stochastic time-varying convex optimization
• Double smoothing technique for large-scale linearly constrained convex optimization
• General four-step discrete-time zeroing and derivative dynamics applied to time-varying nonlinear optimization

Cites work

• A Class of Prediction-Correction Methods for Time-Varying Convex Optimization
• A matrix-free smoothing algorithm for large-scale support vector machines
• A Non-Interior-Point Continuation Method for Linear Complementarity Problems
• A Parametric Nonconvex Decomposition Algorithm for Real-Time and Distributed NMPC
• Adjoint-based predictor-corrector sequential convex programming for parametric nonlinear optimization
• An Euler-Newton continuation method for tracking solution trajectories of parametric variational inequalities
• Design and analysis of two discrete-time ZD algorithms for time-varying nonlinear minimization
• Dual Prediction–Correction Methods for Linearly Constrained Time-Varying Convex Programs
• Embedded Online Optimization for Model Predictive Control at Megahertz Rates
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• scientific article; zbMATH DE number 4088853 (Why is no real title available?)
• Network Integrity in Mobile Robotic Networks
• New five-step DTZD algorithm for future nonlinear minimization with quartic steady-state error pattern
• Non-interior continuation methods for solving semidefinite complementarity problems
• Prediction-Correction Algorithms for Time-Varying Constrained Optimization
• Prediction-Correction Interior-Point Method for Time-Varying Convex Optimization
• Real-time nonlinear optimization as a generalized equation
• Sequential quadratic programming methods for parametric nonlinear optimization
• Some Noninterior Continuation Methods for Linear Complementarity Problems
• Sub-quadratic convergence of a smoothing Newton algorithm for the P₀- and monotone LCP
• Zhang neural network for online solution of time-varying convex quadratic program subject to time-varying linear-equality constraints

Cited in

(1)

• Nonlinear optimization filters for stochastic time-varying convex optimization

This page was built for publication: Discrete-time Euler-smoothing methods for time-varying convex constrained optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6559340)