Please use this identifier to cite or link to this item: https://doi.org/10.1109/CACSD.2013.6663480
Title: Sequential randomized algorithms for sampled convex optimization
Authors: Chamanbaz, M.
Dabbene, F.
Tempo, R.
Venkataramanan, V.
Wang, Q.-G. 
Issue Date: 2013
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
URI: http://scholarbank.nus.edu.sg/handle/10635/84175
ISBN: 9781479915651
ISSN: 21653011
DOI: 10.1109/CACSD.2013.6663480
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