Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of GraphSearch.
In this short note, the recently popular modifier-adaptation framework for real-time optimization is discussed in tandem with the well-developed trust-region framework of numerical optimization, and it is shown that the basic version of the former is simply a special case of the latter. This relation is then exploited to propose a globally convergent modifier-adaptation algorithm using already developed trust-region theory. Cases when the two are not equivalent are also discussed.
Nikolaos Geroliminis, Paul Richard Anderson
,