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Prediction-Correction Algorithms for Time-Varying Constrained Optimization

Andrea Simonetto, Emiliano Dall'Anese
2017 IEEE Transactions on Signal Processing  

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2016 pre-print arXiv:1611.03681v1 fatcat:75hgozlvo5b45hecq7ehxkbsyu

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2017 accepted
arXiv:1611.03681v2 fatcat:cwmjbva35vb2vhb2gpg5e6y66u
This paper develops online algorithms to track solutions of time-varying constrained optimization problems.  ...  of time-varying convex problems.  ...  MINIMAX PROBLEMS This section focuses on constrained time-varying minimax problems, and develops a prediction-correction algorithm to track the optimizer of the minimax problem over time.  ... 
doi:10.1109/tsp.2017.2728498 fatcat:msy7dr2yevhsncsyprojjcpeeq
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Andrea Simonetto, Emiliano Dall'Anese. "Prediction-Correction Algorithms for Time-Varying Constrained Optimization." IEEE Transactions on Signal Processing 65.20 (2017) 5481-5494

Time-Varying Optimization with Optimal Parametric Function [article]

Mohsen Amidzadeh
2023 arXiv   pre-print

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2022 pre-print
arXiv:2210.00931v1 fatcat:dis7gdaourcqbjztm7vxwcs6ce
We formulate this problem as a time-varying optimization using continuous-time parametric functions and derive a dynamical system for tracking the optimal solution.  ...  We benchmark the performance of the proposed algorithm with the prediction-correction method from the optimality and computational complexity point-of-views.  ...  In [9] , prediction-correction methods have been devised, in the dual space, to track the solutions of time-varying linearly constrained problems.  ... 
arXiv:2210.00931v2 fatcat:wfotvy5mzngafk5tfgokynas7y
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Mohsen Amidzadeh. "Time-Varying Optimization with Optimal Parametric Function." arXiv (2023)

tvopt: A Python Framework for Time-Varying Optimization [article]

Nicola Bastianello
2021 arXiv   pre-print

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2020 pre-print
arXiv:2011.07119v1 fatcat:fovgv2sg5vbk7ezaakvg6m6jvu
This paper introduces tvopt, a Python framework for prototyping and benchmarking time-varying (or online) optimization algorithms.  ...  Then it discusses the different components of the framework and their use for modeling and solving time-varying optimization problems.  ...  Emiliano Dall'Anese for the many valuable discussions.  ... 
arXiv:2011.07119v2 fatcat:lkxqwmloqzhx3ppju7aebfdtjy
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Nicola Bastianello. "tvopt: A Python Framework for Time-Varying Optimization." arXiv (2021)

Time-Varying Optimization: Algorithms and Engineering Applications [article]

Andrea Simonetto
2018 arXiv   pre-print

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2018 pre-print
arXiv:1807.07032v1 fatcat:fxy3xeaevzcopf2ywjtcmfsm7y
The talk was a general overview of the state of the art of time-varying, mainly convex, optimization, with special emphasis on discrete-time algorithms and applications in energy and transportation.  ...  This write-up is mathematically correct, while its style is somewhat less formal than a standard paper.  ...  Prototypical algorithm As for the running methods, we report here a prototypical prediction-correction algorithm, here focussed on the projected gradient (but similar for gradient and dual ascent) • Time  ... 
arXiv:1807.07032v2 fatcat:kjjzks2wgraufheecbri2cv7eq
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Andrea Simonetto. "Time-Varying Optimization: Algorithms and Engineering Applications." arXiv (2018)

Online Time-Varying Topology Identification via Prediction-Correction Algorithms [article]

Alberto Natali, Mario Coutino, Elvin Isufi, Geert Leus
2021 arXiv   pre-print

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2020 pre-print
arXiv:2010.11634v1 fatcat:z75guxvytvbkjacm2pfnoqvone
In this paper, we address the problem of dynamic topology identification by building on recent results from time-varying optimization, devising a general-purpose online algorithm operating in non-stationary  ...  Signal processing and machine learning algorithms for data supported over graphs, require the knowledge of the graph topology.  ...  The general time-varying optimization framework, adapted to our case, is summarized in Algorithm 1.  ... 
arXiv:2010.11634v2 fatcat:xli2h35owrbjvivorru3jaf6gm
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Alberto Natali, Mario Coutino, Elvin Isufi, Geert Leus. "Online Time-Varying Topology Identification via Prediction-Correction Algorithms." arXiv (2021)

Dual Prediction-Correction Methods for Linearly Constrained Time-Varying Convex Programs [article]

Andrea Simonetto
2018 arXiv   pre-print

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2017 pre-print
arXiv:1709.05850v1 fatcat:igp6cs5ywfhyhifmo3kv7pwc4a
Up to now, Prediction-correction algorithms have been developed in the primal space, both for unconstrained and simply constrained convex programs.  ...  Recently, a novel prediction-correction methodology has been put forward to set up iterative algorithms that sample the continuously-varying optimization program at discrete time steps and perform a limited  ...  CONCLUSIONS We have developed dual prediction-correction methods to track the solution trajectory of time-varying linearly constrained convex programs.  ... 
arXiv:1709.05850v2 fatcat:mss4qcgtfnh5tf77mw5qytakra
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Andrea Simonetto. "Dual Prediction-Correction Methods for Linearly Constrained Time-Varying Convex Programs." arXiv (2018)

Online Time-Varying Topology Identification Via Prediction-Correction Algorithms

Alberto Natali, Mario Coutino, Elvin Isufi, Geert Leus
2021 ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)  

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A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL. The file type is application/pdf.

In this paper, we address the problem of dynamic topology identification by building on recent results from time-varying optimization, devising a general-purpose online algorithm operating in non-stationary  ...  Signal processing and machine learning algorithms for data supported over graphs, require the knowledge of the graph topology.  ...  The general time-varying optimization framework, adapted to our case, is summarized in Algorithm 1.  ... 
doi:10.1109/icassp39728.2021.9415053 fatcat:njxijr66xjfjfogtsz5jjsn24u
Citation

Alberto Natali, Mario Coutino, Elvin Isufi, Geert Leus. "Online Time-Varying Topology Identification Via Prediction-Correction Algorithms." ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) (2021)

Nonlinear Optimization Filters for Stochastic Time-Varying Convex Optimization [article]

Andrea Simonetto, Paolo Massioni
2024 arXiv   pre-print

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2023 pre-print arXiv:2301.13646v1 fatcat:adr4anrltze6zbvex44em4k6iu
We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation.  ...  The optimization algorithms are then based on an extended Kalman filter in the unconstrained case, and on a bilinear matrix inequality condition in the constrained case.  ...  Assumption 1 is often required for time-varying optimization [5] .  ... 
arXiv:2301.13646v2 fatcat:gg5kyl2dqbgn3joivlwrturxa4
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Andrea Simonetto, Paolo Massioni. "Nonlinear Optimization Filters for Stochastic Time-Varying Convex Optimization." arXiv (2024)

Control Optimization of Stochastic Systems Based on Adaptive Correction CKF Algorithm

FengJun Hu, Qian Zhang, Gang Wu
2020 International Journal of Aerospace Engineering  

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adding memory factor to the filter, and the disturbance factors in nonlinear time-varying discrete stochastic systems are eliminated by multistep feedback predictive control strategy, so as to improve  ...  Firstly, a nonlinear time-varying discrete stochastic system model with stochastic disturbances is constructed.  ...  Cubature Kalman Filter Algorithm with Adaptive Correction Set the state values of nonlinear time-varying discrete stochastic systems is x k/k , the state estimate is xk/k .  ... 
doi:10.1155/2020/2096302 fatcat:pis26c4kzzgjvc3lwroz32c4sy
DOAJ
Citation

FengJun Hu, Qian Zhang, Gang Wu. "Control Optimization of Stochastic Systems Based on Adaptive Correction CKF Algorithm." International Journal of Aerospace Engineering (2020) 1-10

Time-Varying Convex Optimization: Time-Structured Algorithms and Applications [article]

Andrea Simonetto, Emiliano Dall'Anese, Santiago Paternain, Geert Leus, Georgios B. Giannakis
2020 arXiv   pre-print

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The present paper reviews a broad class of state-of-the-art algorithms for time-varying optimization, with an eye to both algorithmic development and performance analysis.  ...  Recent years have witnessed a major shift from traditional optimization paradigms grounded on batch algorithms for medium-scale problems to challenging dynamic, time-varying, and even huge-size settings  ...  Prediction-correction algorithms. We have presented a few predictors for discrete-time time-varying optimization algorithms. No general result exists to encompass all the predictors.  ... 
arXiv:2006.08500v1 fatcat:44ghmacygfchxhozxxyjzfddsi
Citation

Andrea Simonetto, Emiliano Dall'Anese, Santiago Paternain, Geert Leus, Georgios B. Giannakis. "Time-Varying Convex Optimization: Time-Structured Algorithms and Applications." arXiv (2020)

Prediction-Correction Algorithm for Time-Varying Smooth Non-Convex Optimization [article]

Hidenori Iwakiri, Tomoya Kamijima, Shinji Ito, Akiko Takeda
2024 arXiv   pre-print

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The prediction-correction algorithms used in smooth time-varying optimization can achieve better accuracy than that of the time-varying gradient descent (TVGD) algorithm.  ...  Furthermore, we present convergence analyses of the TVGD and proposed prediction-correction algorithms for non-strongly-convex functions for the first time.  ...  Recent Work on the Prediction-Correction Algorithm Various prediction-correction algorithms have been proposed and analyzed for solving time-varying smooth optimization problems including an SC function  ... 
arXiv:2402.06181v1 fatcat:rwswcitilbewpmdnqc54zuhity
Citation

Hidenori Iwakiri, Tomoya Kamijima, Shinji Ito, Akiko Takeda. "Prediction-Correction Algorithm for Time-Varying Smooth Non-Convex Optimization." arXiv (2024)

Suboptimal Safety-Critical Control for Continuous Systems Using Prediction-Correction Online Optimization [article]

Shengbo Wang, Shiping Wen, Yin Yang, Yuting Cao, Kaibo Shi, Tingwen Huang
2022 arXiv   pre-print

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2022 pre-print
arXiv:2203.15305v1 fatcat:yftzmo7btff5bcvf3uz5yjkwby
2023 accepted
doi:10.1109/tsmc.2023.3240290 arXiv:2203.15305v3 fatcat:yzpbw5cb6jcs7ofu7ar7ty7fia
This paper investigates the control barrier function (CBF) based safety-critical control for continuous nonlinear control affine systems using the more efficient online algorithms through time-varying  ...  Considering the lag effect of tracking and exploiting the system information, the prediction method is added to the algorithms which thereby achieves a exponential convergence rate to the time-varying  ...  A brief review of the prediction-correction structure for general time-varying optimization problems as follows will be helpful for designing and analyzing the developed algorithms. B.  ... 
arXiv:2203.15305v2 fatcat:icq3am6tangopi3abmbq2okfsq
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Shengbo Wang, Shiping Wen, Yin Yang, Yuting Cao, Kaibo Shi, Tingwen Huang. "Suboptimal Safety-Critical Control for Continuous Systems Using Prediction-Correction Online Optimization." arXiv (2022)

Real-Time Facial Feature Extraction by Cascaded Parameter Prediction and Image Optimization [chapter]

Fei Zuo, Peter H. N. de With
2004 Lecture Notes in Computer Science  

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Second, we use the generic Simplex algorithm to refine the fitting results in a constrained parameter space, in which both the pose and the shape deformation parameters are optimized.  ...  We propose a new fast facial-feature extraction technique for embedded face-recognition applications.  ...  (when a global stochastic optimization algorithm such as the genetic algorithm is applied).  ... 
doi:10.1007/978-3-540-30126-4_79 fatcat:huqmmdkcxzbv7f4yqehmtm3g6m
Citation

Fei Zuo, Peter H. N. de With. "Real-Time Facial Feature Extraction by Cascaded Parameter Prediction and Image Optimization." Lecture Notes in Computer Science (2004) 651-659

2012 Subject Index

2012 Journal of Guidance Control and Dynamics  

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Design for NASA Generic Transport Model G12-088 Time-Varying Dynamics of a Micro Air Vehicle with Variable-Sweep Morphing G12-150 Intelligent Constrained Optimal Control of Aerospace Vehicles with Model  ...  for Large Nonnormal State-Space Systems G12-023 Time-Varying Deadbeat Controller De- sign G12-091 Robust Generalized Predictive Control with Uncertainty Quantification Gi2-113 Covariance-Based Realization  ... 
doi:10.2514/1.60510 fatcat:pmdtengfbzhu5njb4ux3mls5sm
Citation

"2012 Subject Index." Journal of Guidance Control and Dynamics 35.6 (2012) 1928-1934

Robust Time-Varying Model Predictive Control with Application to Mobile Robot Unmanned Path Tracking

Mitra Bahadorian, Ray Eaton, Tim Hesketh, Borislav Savkovic
2014 IFAC Proceedings Volumes  

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Moreover, a feedback corrective controller formulated as a time-varying finite-time Linear Quadratic Regulator (LQR) is proposed to regulate the uncertain system around its respective nominal uncertainty-free  ...  amenable to real-time applications.  ...  X e (i|k) = X e (i + 1|k − 1) (41) U e (i|k) = U e (i + 1|k − 1) (42) i.e. we employ the constrains from time k − 1 with a prediction i + 1 (from time k − 1) as the constrains at time k for predictions  ... 
doi:10.3182/20140824-6-za-1003.01881 fatcat:o4iwp23muvhsnm7eoo63rpst44
Citation

Mitra Bahadorian, Ray Eaton, Tim Hesketh, Borislav Savkovic. "Robust Time-Varying Model Predictive Control with Application to Mobile Robot Unmanned Path Tracking." IFAC Proceedings Volumes 47.3 (2014) 4849-4854

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