Daniel J. Egger, Claudio Gambella, et al.
IEEE TQE
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.
Daniel J. Egger, Claudio Gambella, et al.
IEEE TQE
Amirhossein Ajalloeian, Andrea Simonetto, et al.
ACC 2020
Nicola Bastianello, Andrea Simonetto, et al.
ACSSC 2020
Andrea Simonetto, Emiliano Dall'Anese, et al.
Proceedings of the IEEE