Time-Varying Optimization: Algorithms and Engineering Applications

TL;DR

This paper provides an overview of recent advances in time-varying convex optimization, focusing on algorithms and applications in energy and transportation sectors, highlighting the current state of the art and practical relevance.

Contribution

It offers a comprehensive summary of algorithms and engineering applications in the field of time-varying optimization, emphasizing discrete-time methods and real-world uses.

Findings

Summarizes current algorithms for time-varying convex optimization.

Highlights applications in energy and transportation sectors.

Provides insights into the mathematical correctness of methods.

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.