Andrea Simonetto, Julien Monteil, et al.
Transp. Res. Part C Emerg. Technol.
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.
Andrea Simonetto, Julien Monteil, et al.
Transp. Res. Part C Emerg. Technol.
Emiliano Dall'arnese, Andrey Bernstein, et al.
GlobalSIP 2017
Elif Eser, Julien Monteil, et al.
IFAC CTS 2018
Andrea Simonetto, Emiliano Dall'Anese, et al.
Proceedings of the IEEE