Conference paper
Smooth strongly convex regression
Andrea Simonetto
EUSIPCO 2020
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
EUSIPCO 2020
François Gonze, Andrea Simonetto, et al.
ATM 2017
Jianhan Song, Emiliano Dall'Anese, et al.
IEEE Transactions on Smart Grid
Andrea Simonetto
ACC 2018