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research article
On the equivalence between the modifier-adaptation and trust-region frameworks
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.
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Name
MATRv2.pdf
Type
Preprint
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openaccess
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249.8 KB
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Adobe PDF
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