Amirhossein Ajalloeian, Andrea Simonetto, et al.
ACC 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.
Amirhossein Ajalloeian, Andrea Simonetto, et al.
ACC 2020
Nicola Bastianello, Andrea Simonetto, et al.
ICASSP 2019
Andrea Simonetto
ACC 2018
Andrea Simonetto, Emiliano Dall'Anese, et al.
Proceedings of the IEEE