Nicola Mariella, Andrea Simonetto
ACM TQC
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.
Nicola Mariella, Andrea Simonetto
ACM TQC
Nicola Bastianello, Andrea Simonetto, et al.
ACSSC 2020
Nicola Bastianello, Andrea Simonetto, et al.
ECC 2019
Daniel J. Egger, Claudio Gambella, et al.
IEEE TQE