Adjoint-Based Predictor-Corrector Sequential Convex Programming for Parametric Nonlinear Optimization
نویسندگان
چکیده
منابع مشابه
Adjoint-Based Predictor-Corrector Sequential Convex Programming for Parametric Nonlinear Optimization
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that guarantees the tracking performance of the algorithm. Two variants of this algorithm are investigated. The first can be used to treat online parametric nonline...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2012
ISSN: 1052-6234,1095-7189
DOI: 10.1137/110844349