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Primal-Dual Contextual Bayesian Optimization for Control System Online Optimization with Time-Average Constraints.
Wenjie Xu
Yuning Jiang
Bratislav Svetozarevic
Colin N. Jones
Published in:
CoRR (2023)
Keyphrases
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primal dual
constrained optimization
optimization problems
control system
real time
linear programming problems
algorithm for linear programming
affine scaling
multiscale
special case
linear programming
linear program
lagrange multipliers
convex programming