1 Automatic Code Generation for Real-Time Convex Optimization

@inproceedings{Mattingley20091AC,
  title={1 Automatic Code Generation for Real-Time Convex Optimization},
  author={Jacob Mattingley and Stephen Boyd},
  year={2009}
}
This chapter concerns the use of convex optimization in real-time embedded systems, in areas such as signal processing, automatic control, real-time estimation , real-time resource allocation and decision making, and fast automated trading. By 'embedded' we mean that the optimization algorithm is part of a larger, fully automated system, that executes automatically with newly arriving data or changing conditions, and without any human intervention or action. By 'real-time' we mean that the… CONTINUE READING
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