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|Title:||Sequential randomized algorithms for sampled convex optimization|
|Source:||Chamanbaz, M.,Dabbene, F.,Tempo, R.,Venkataramanan, V.,Wang, Q.-G. (2013). Sequential randomized algorithms for sampled convex optimization. Proceedings of the IEEE International Symposium on Computer-Aided Control System Design : 182-187. ScholarBank@NUS Repository. https://doi.org/10.1109/CACSD.2013.6663480|
|Abstract:||Motivated by the complexity of solving convex scenario problems in one-shot, two new algorithms for the sequential solution of sampled convex optimization problems are presented, for full constraint satisfaction and partial constraint satisfaction, respectively. A rigorous analysis of the theoretical properties of the algorithms is provided, and the related sample complexity is derived. Extensive numerical simulations for a non-trivial example testify the goodness of the proposed solution. © 2013 IEEE.|
|Source Title:||Proceedings of the IEEE International Symposium on Computer-Aided Control System Design|
|Appears in Collections:||Staff Publications|
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