Abstract: This paper presents a prediction-correction proximal method (PCPM) for the general non-smooth convex optimization problem with linear equality and inequality constraints. The proposed ...

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{M}})$. Additionally, it is applicable to a broader range of real-world scenarios, as it can directly handle linear inequality constraints without introducing slack variables. Notably, the algorithm ...

Among other things, the course includes elementary linear algebra, the solution of equation systems, the theory of functions of several variables, including both unconstrained and constrained ...

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CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained ...