TY - GEN
T1 - Prediction-correction splittings for nonsmooth time-varying optimization
AU - Bastianello, Nicola
AU - Simonetto, Andrea
AU - Carli, Ruggero
N1 - Publisher Copyright:
© 2019 EUCA.
PY - 2019/6/1
Y1 - 2019/6/1
N2 - We address the solution of time-varying optimization problems characterized by the sum of a time-varying strongly convex function and a time-invariant nonsmooth convex function. We design an online algorithmic framework based on prediction-correction, which employs splitting methods to solve the sampled instances of the time-varying problem. We describe the prediction-correction scheme and two splitting methods, the forward-backward and the Douglas-Rachford. Then by using a result for generalized equations, we prove convergence of the generated sequence of approximate optimizers to a neighborhood of the optimal solution trajectory. Simulation results for a leader following formation in robotics assess the performance of the proposed algorithm.
AB - We address the solution of time-varying optimization problems characterized by the sum of a time-varying strongly convex function and a time-invariant nonsmooth convex function. We design an online algorithmic framework based on prediction-correction, which employs splitting methods to solve the sampled instances of the time-varying problem. We describe the prediction-correction scheme and two splitting methods, the forward-backward and the Douglas-Rachford. Then by using a result for generalized equations, we prove convergence of the generated sequence of approximate optimizers to a neighborhood of the optimal solution trajectory. Simulation results for a leader following formation in robotics assess the performance of the proposed algorithm.
KW - Douglas-Rachford
KW - Forward-backward
KW - Generalized equations
KW - Prediction-correction
KW - Splitting methods
KW - Time-varying optimization
UR - https://www.scopus.com/pages/publications/85070379172
U2 - 10.23919/ECC.2019.8795757
DO - 10.23919/ECC.2019.8795757
M3 - Conference contribution
AN - SCOPUS:85070379172
T3 - 2019 18th European Control Conference, ECC 2019
SP - 1963
EP - 1968
BT - 2019 18th European Control Conference, ECC 2019
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 18th European Control Conference, ECC 2019
Y2 - 25 June 2019 through 28 June 2019
ER -