time-varying convex optimization

Time-Varying Semidefinite Programs

  • Amir Ali Ahmadi
  • Bachir El Khadir
    • Categories Basic Sciences Applications, Infinite Dimensional Optimization, Semi-definite Programming Tags , , , , ,

    We study time-varying semidefinite programs (TV-SDPs), which are semidefinite programs whose data (and solutions) are functions of time. Our focus is on the setting where the data varies polynomially with time. We show that under a strict feasibility assumption, restricting the solutions to also be polynomial functions of time does not change the optimal value … Read more