Time-Varying Optimization: Algorithms and Engineering Applications
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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.
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