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Tracking of local optimal points introduction to Luke's method

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Scopus citations

Abstract

A new model-free method to track local optimal points in locally convex time-varying optimization problems is presented: Luke's Method. A description of the algorithm, a proof of the error boundary and the conditions that guarantee the tracking of the optimal point are given. Then simulations tests and its results are shown. Finally further work and conclusions are discussed.

Original languageEnglish
Title of host publication2015 IEEE 2nd Colombian Conference on Automatic Control, CCAC 2015 - Conference Proceedings
EditorsGustavo Adolfo Osorio
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781467393058
DOIs
StatePublished - 02 Dec 2015
Event2nd IEEE Colombian Conference on Automatic Control, CCAC 2015 - Manizales, Colombia
Duration: 14 Oct 201516 Oct 2015

Publication series

Name2015 IEEE 2nd Colombian Conference on Automatic Control, CCAC 2015 - Conference Proceedings

Conference

Conference2nd IEEE Colombian Conference on Automatic Control, CCAC 2015
Country/TerritoryColombia
CityManizales
Period14/10/1516/10/15

Keywords

  • Local Optimal Points Tracking
  • Locally Convex Cost Functions
  • Online Optimization

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