Sequential randomized algorithms for sampled convex optimization

Mohammadreza Chamanbaz; Fabrizio Dabbene; Roberto Tempo; Venkatakrishnan Venkataramanan; Qing Guo Wang

doi:10.1109/CACSD.2013.6663480

Sequential randomized algorithms for sampled convex optimization

Mohammadreza Chamanbaz, Fabrizio Dabbene, Roberto Tempo, Venkatakrishnan Venkataramanan, Qing Guo Wang

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

6 Citations (Scopus)

Abstract

Motivated by the complexity of solving convex scenario problems in one-shot, two new algorithms for the sequential solution of sampled convex optimization problems are presented, for full constraint satisfaction and partial constraint satisfaction, respectively. A rigorous analysis of the theoretical properties of the algorithms is provided, and the related sample complexity is derived. Extensive numerical simulations for a non-trivial example testify the goodness of the proposed solution.

Original language	English
Title of host publication	2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013
Pages	182-187
Number of pages	6
DOIs	https://doi.org/10.1109/CACSD.2013.6663480
Publication status	Published - 2013
Externally published	Yes
Event	2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013 - Hyderabad, India Duration: 28 Aug 2013 → 30 Aug 2013

Publication series

Name	Proceedings of the IEEE International Symposium on Computer-Aided Control System Design
ISSN (Print)	2165-3011
ISSN (Electronic)	2165-302X

Conference

Conference	2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013
Country/Territory	India
City	Hyderabad
Period	28/08/13 → 30/08/13

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Control and Optimization

Access to Document

10.1109/CACSD.2013.6663480

Cite this

Chamanbaz, M., Dabbene, F., Tempo, R., Venkataramanan, V., & Wang, Q. G. (2013). Sequential randomized algorithms for sampled convex optimization. In 2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013 (pp. 182-187). Article 6663480 (Proceedings of the IEEE International Symposium on Computer-Aided Control System Design). https://doi.org/10.1109/CACSD.2013.6663480

@inproceedings{83e1997d24574f0785eb01856172d178,

title = "Sequential randomized algorithms for sampled convex optimization",

abstract = "Motivated by the complexity of solving convex scenario problems in one-shot, two new algorithms for the sequential solution of sampled convex optimization problems are presented, for full constraint satisfaction and partial constraint satisfaction, respectively. A rigorous analysis of the theoretical properties of the algorithms is provided, and the related sample complexity is derived. Extensive numerical simulations for a non-trivial example testify the goodness of the proposed solution.",

author = "Mohammadreza Chamanbaz and Fabrizio Dabbene and Roberto Tempo and Venkatakrishnan Venkataramanan and Wang, {Qing Guo}",

year = "2013",

doi = "10.1109/CACSD.2013.6663480",

language = "English",

isbn = "9781479915651",

series = "Proceedings of the IEEE International Symposium on Computer-Aided Control System Design",

pages = "182--187",

booktitle = "2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013",

note = "2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013 ; Conference date: 28-08-2013 Through 30-08-2013",

}

Chamanbaz, M, Dabbene, F, Tempo, R, Venkataramanan, V & Wang, QG 2013, Sequential randomized algorithms for sampled convex optimization. in 2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013., 6663480, Proceedings of the IEEE International Symposium on Computer-Aided Control System Design, pp. 182-187, 2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013, Hyderabad, India, 28/08/13. https://doi.org/10.1109/CACSD.2013.6663480

Sequential randomized algorithms for sampled convex optimization. / Chamanbaz, Mohammadreza; Dabbene, Fabrizio; Tempo, Roberto et al.
2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013. 2013. p. 182-187 6663480 (Proceedings of the IEEE International Symposium on Computer-Aided Control System Design).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Sequential randomized algorithms for sampled convex optimization

AU - Chamanbaz, Mohammadreza

AU - Dabbene, Fabrizio

AU - Tempo, Roberto

AU - Venkataramanan, Venkatakrishnan

AU - Wang, Qing Guo

PY - 2013

Y1 - 2013

N2 - Motivated by the complexity of solving convex scenario problems in one-shot, two new algorithms for the sequential solution of sampled convex optimization problems are presented, for full constraint satisfaction and partial constraint satisfaction, respectively. A rigorous analysis of the theoretical properties of the algorithms is provided, and the related sample complexity is derived. Extensive numerical simulations for a non-trivial example testify the goodness of the proposed solution.

AB - Motivated by the complexity of solving convex scenario problems in one-shot, two new algorithms for the sequential solution of sampled convex optimization problems are presented, for full constraint satisfaction and partial constraint satisfaction, respectively. A rigorous analysis of the theoretical properties of the algorithms is provided, and the related sample complexity is derived. Extensive numerical simulations for a non-trivial example testify the goodness of the proposed solution.

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U2 - 10.1109/CACSD.2013.6663480

DO - 10.1109/CACSD.2013.6663480

M3 - Conference contribution

AN - SCOPUS:84893699226

SN - 9781479915651

T3 - Proceedings of the IEEE International Symposium on Computer-Aided Control System Design

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BT - 2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013

T2 - 2013 IEEE Conference on Computer Aided Control System Design, CACSD 2013

Y2 - 28 August 2013 through 30 August 2013

ER -

Sequential randomized algorithms for sampled convex optimization

Abstract

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ASJC Scopus subject areas

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