Andrea Simonetto, Emiliano Dall'Anese
IEEE TSP
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, Emiliano Dall'Anese
IEEE TSP
Andrea Simonetto, Emiliano Dall'Anese, et al.
Proceedings of the IEEE
Elif Eser, Julien Monteil, et al.
IFAC CTS 2018
Andrea Simonetto, Emiliano Dall'Anese, et al.
Automatica