Time-varying convex optimization: Time-structured algorithms and applications

A Simonetto, E Dall'Anese, S Paternain… - Proceedings of the …, 2020 - ieeexplore.ieee.org
Optimization underpins many of the challenges that science and technology face on a daily
basis. Recent years have witnessed a major shift from traditional optimization paradigms …

Prediction-correction algorithms for time-varying constrained optimization

A Simonetto, E Dall'Anese - IEEE Transactions on Signal …, 2017 - ieeexplore.ieee.org
This paper develops online algorithms to track solutions of time-varying constrained
optimization problems. Particularly, resembling workhorse Kalman filtering-based …

Distributed fixed‐time optimization for multi‐agent systems with time‐varying objective function

Y Li, X He, D **a - … Journal of Robust and Nonlinear Control, 2022 - Wiley Online Library
In this article, a distributed time‐varying convex optimization problem for multi‐agent
systems is studied. The goal of this article is to use only the local information and interaction …

Time-varying convex optimization via time-varying averaged operators

A Simonetto - arxiv preprint arxiv:1704.07338, 2017 - arxiv.org
Devising efficient algorithms that track the optimizers of continuously varying convex
optimization problems is key in many applications. A possible strategy is to sample the time …

Distributed personalized gradient tracking with convex parametric models

I Notarnicola, A Simonetto, F Farina… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
We present a distributed optimization algorithm for solving online personalized optimization
problems over a network of computing and communicating nodes, each of which linked to a …

Unlocking the deployment of spectrum sharing with a policy enforcement framework

C Galiotto, GK Papageorgiou, K Voulgaris… - IEEE …, 2018 - ieeexplore.ieee.org
Spectrum sharing has been proposed as a promising way to increase the efficiency of
spectrum usage by allowing incumbent operators (IOs) to share their allocated radio …

Pursuit of low-rank models of time-varying matrices robust to sparse and measurement noise

A Akhriev, J Marecek, A Simonetto - … of the AAAI Conference on Artificial …, 2020 - ojs.aaai.org
In tracking of time-varying low-rank models of time-varying matrices, we present a method
robust to both uniformly-distributed measurement noise and arbitrarily-distributed “sparse” …

An online parallel algorithm for recursive estimation of sparse signals

Y Yang, M Pesavento, M Zhang… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
In this paper, we consider a recursive estimation problem for linear regression where the
signal to be estimated admits a sparse representation and measurement samples are only …

[PDF][PDF] 基于时空相关性的风电功率超短期自适应预测方法

赵永宁, **卓, 叶林, 裴铭, 宋旭日… - 电力系统保护与 …, 2023 - epjournal.csee.org.cn
为了充分并有效地利用大量风电场之间的时空相关性, 在提高风电功率预测精度的同时保障计算
效率, 提出一种基于时空相关性的风电功率超短期自适应预测方法. 以向量自回归模型为基础 …

On non-differentiable time-varying optimization

A Simonetto, G Leus - 2015 IEEE 6th International Workshop on …, 2015 - ieeexplore.ieee.org
We consider non-differentiable convex optimization problems that vary continuously in time
and we propose algorithms that sample these problems at specific time instances and …