  This is the write-up of the talk I gave at the 23rd International Symposium
on Mathematical Programming (ISMP) in Bordeaux, France, July 6th, 2018. The
talk was a general overview of the state of the art of time-varying, mainly
convex, optimization, with special emphasis on discrete-time algorithms and
applications in energy and transportation. This write-up is mathematically
correct, while its style is somewhat less formal than a standard paper.
