Accelerated Algorithms for a Class of Optimization Problems with Equality and Box Constraints

In this work, we extend the application of higher-order tuners (HT), as an optimization algorithm, for a class of problems with linear equality and inequality constraints. For inequality constraints, we propose a projection technique inspired from adaptive control literature, to preserve optimization variables within a convex hull with theoretical guarantees of convergence to minima for convex optimization.

Recommended citation: A. Parashar, P. Srivastava, A.M. Annaswamy (2023). "Accelerated Algorithms for a Class of Optimization Problems with Equality and Box Constraints." American Control Conference 2023.
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