Andrea Simonetto, Emiliano Dall'Anese, et al.
Automatica
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, Emiliano Dall'Anese, et al.
Automatica
Emiliano Dall'Anese, Andrea Simonetto, et al.
IEEE L-CSS
Ana M. Ospina, Andrea Simonetto, et al.
SmartGridComm 2020
Jianhan Song, Emiliano Dall'Anese, et al.
IEEE Transactions on Smart Grid