Real-Time Sequential Convex Programming for Optimal Control Applications
  This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide a contraction estimate for the proposed method and, as a byproduct, a new proof of the local convergence of sequential convex programming. The approach is illustrated by an example where RTSCP is applied to nonlinear model predictive control. 
Tran Dinh Quoc, Carlo Savorgnan and Moritz Diehl
math.OC cs.SY