Accelerated Algorithms for a Class of Optimization Problems with Constraints
Conference of Decision and Control (CDC), 2022
In this work, we explore the application of higher-order tuners (HT), leveraged for fast convergence in adaptive control, as an optimization algorithm for a class of constrained optimization problems. We leverage ideas from the simplex algorithm used in linear optimization to prropose solution with guaranteed convergence to minimum for convex optimization with constraints.
Recommended citation: A. Parashar, P. Srivastava, A.M. Annaswamy (2022). "Accelerated Algorithms for a Class of Optimization Problems with Constraints." Conference of Decision and Control (CDC) 2022.
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