Conference paper
On the Tracking of Dynamical Optimal Meeting Points
Elif Eser, Julien Monteil, et al.
IFAC CTS 2018
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.
Elif Eser, Julien Monteil, et al.
IFAC CTS 2018
Emiliano Dall'Anese, Andrea Simonetto, et al.
IEEE L-CSS
Nicola Bastianello, Andrea Simonetto, et al.
ICASSP 2019
François Gonze, Andrea Simonetto, et al.
ATM 2017