Nicola Bastianello, Andrea Simonetto, et al.
ICASSP 2019
We study the solution of a time-varying optimization problem which is observed, i.e., it is known, only intermittently. We propose three approaches based on the prediction-correction scheme for solving this problem by exploiting splitting methods. We present convergence results in mean to a bounded asymptotical error, and showcase them in a numerical example featuring a regression problem.
Nicola Bastianello, Andrea Simonetto, et al.
ICASSP 2019
Andrea Simonetto
EUSIPCO 2020
Nicola Bastianello, Andrea Simonetto, et al.
ACSSC 2020
Claudio Gambella, Julien Monteil, et al.
Transportation Letters