Andrea Simonetto, Julien Monteil, et al.
Transp. Res. Part C Emerg. Technol.
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, Julien Monteil, et al.
Transp. Res. Part C Emerg. Technol.
Nicola Bastianello, Andrea Simonetto, et al.
ECC 2019
Nicola Bastianello, Andrea Simonetto, et al.
ICASSP 2019
Emiliano Dall'Anese, Andrea Simonetto, et al.
IEEE SPM