Publication
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.
Dominique Bonvin, Diogo Filipe Mateus Rodrigues
Nikolaos Geroliminis, Paul Richard Anderson