Credible autocoding of convex optimization algorithms
@article{Wang2014CredibleAO, title={Credible autocoding of convex optimization algorithms}, author={T. Wang and Romain Jobredeaux and M. Pantel and P. Garoche and E. Feron and D. Henrion}, journal={Optimization and Engineering}, year={2014}, volume={17}, pages={781-812} }
The efficiency of modern optimization methods, coupled with increasing computational resources, has led to the possibility of real-time optimization algorithms acting in safety-critical roles. There is a considerable body of mathematical proofs on on-line optimization algorithms which can be leveraged to assist in the development and verification of their implementation. In this paper, we demonstrate how theoretical proofs of real-time optimization algorithms can be used to describe functional… CONTINUE READING
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