Ivano Notarnicola, Andrea Simonetto, et al.
IEEE TACON
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.
Ivano Notarnicola, Andrea Simonetto, et al.
IEEE TACON
Andrey Bernstein, Emiliano Dall'Anese, et al.
IEEE TSP
Andrea Simonetto, Emiliano Dall'Anese, et al.
Automatica
Nicola Bastianello, Andrea Simonetto, et al.
ECC 2019