{"id":"https://openalex.org/W2255965710","doi":"https://doi.org/10.1109/tsp.2016.2568161","title":"A Class of Prediction-Correction Methods for Time-Varying Convex Optimization","display_name":"A Class of Prediction-Correction Methods for Time-Varying Convex Optimization","publication_year":2016,"publication_date":"2016-05-12","ids":{"openalex":"https://openalex.org/W2255965710","doi":"https://doi.org/10.1109/tsp.2016.2568161","mag":"2255965710"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2016.2568161","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2016.2568161","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},"type":"article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1509.05196","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019172720","display_name":"Andrea Simonetto","orcid":"https://orcid.org/0000-0003-2923-3361"},"institutions":[{"id":"https://openalex.org/I98358874","display_name":"Delft University of Technology","ror":"https://ror.org/02e2c7k09","country_code":"NL","type":"education","lineage":["https://openalex.org/I98358874"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Andrea Simonetto","raw_affiliation_strings":["Department of Electrical Engineering, Delft University of Technology, Delft, CD, The Netherlands"],"raw_orcid":"https://orcid.org/0000-0003-2923-3361","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, Delft University of Technology, Delft, CD, The Netherlands","institution_ids":["https://openalex.org/I98358874"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008417632","display_name":"Aryan Mokhtari","orcid":"https://orcid.org/0000-0001-6603-0091"},"institutions":[{"id":"https://openalex.org/I79576946","display_name":"University of Pennsylvania","ror":"https://ror.org/00b30xv10","country_code":"US","type":"education","lineage":["https://openalex.org/I79576946"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Aryan Mokhtari","raw_affiliation_strings":["Department of Electrical and Systems Engineering, University of Pennsylvania, Philadelphia, PA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Systems Engineering, University of Pennsylvania, Philadelphia, PA, USA","institution_ids":["https://openalex.org/I79576946"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025896653","display_name":"Alec Koppel","orcid":"https://orcid.org/0000-0003-2447-2873"},"institutions":[{"id":"https://openalex.org/I79576946","display_name":"University of Pennsylvania","ror":"https://ror.org/00b30xv10","country_code":"US","type":"education","lineage":["https://openalex.org/I79576946"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Alec Koppel","raw_affiliation_strings":["Department of Electrical and Systems Engineering, University of Pennsylvania, Philadelphia, PA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Systems Engineering, University of Pennsylvania, Philadelphia, PA, USA","institution_ids":["https://openalex.org/I79576946"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5089101522","display_name":"Geert Leus","orcid":"https://orcid.org/0000-0001-8288-867X"},"institutions":[{"id":"https://openalex.org/I98358874","display_name":"Delft University of Technology","ror":"https://ror.org/02e2c7k09","country_code":"NL","type":"education","lineage":["https://openalex.org/I98358874"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Geert Leus","raw_affiliation_strings":["Department of Electrical Engineering, Delft University of Technology, Delft, CD, The Netherlands"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, Delft University of Technology, Delft, CD, The Netherlands","institution_ids":["https://openalex.org/I98358874"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078862959","display_name":"Alejandro Ribeiro","orcid":"https://orcid.org/0000-0003-4230-9906"},"institutions":[{"id":"https://openalex.org/I79576946","display_name":"University of Pennsylvania","ror":"https://ror.org/00b30xv10","country_code":"US","type":"education","lineage":["https://openalex.org/I79576946"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Alejandro Ribeiro","raw_affiliation_strings":["Department of Electrical and Systems Engineering, University of Pennsylvania, Philadelphia, PA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical and Systems Engineering, University of Pennsylvania, Philadelphia, PA, USA","institution_ids":["https://openalex.org/I79576946"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":14.8212,"has_fulltext":false,"cited_by_count":161,"citation_normalized_percentile":{"value":0.99505305,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":"64","issue":"17","first_page":"4576","last_page":"4591"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10500","display_name":"Sparse and Compressive Sensing Techniques","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10963","display_name":"Advanced Optimization Algorithms Research","score":0.9975000023841858,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.9866999983787537,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/trajectory","display_name":"Trajectory","score":0.5983396768569946},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5715627670288086},{"id":"https://openalex.org/keywords/proximal-gradient-methods","display_name":"Proximal Gradient Methods","score":0.5607737302780151},{"id":"https://openalex.org/keywords/sampling","display_name":"Sampling (signal processing)","score":0.5296278595924377},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.49571168422698975},{"id":"https://openalex.org/keywords/residual","display_name":"Residual","score":0.46977919340133667},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.46720191836357117},{"id":"https://openalex.org/keywords/convex-function","display_name":"Convex function","score":0.4527653455734253},{"id":"https://openalex.org/keywords/constant","display_name":"Constant (computer programming)","score":0.4510497450828552},{"id":"https://openalex.org/keywords/interval","display_name":"Interval (graph theory)","score":0.44906818866729736},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4445885419845581},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.4420568346977234},{"id":"https://openalex.org/keywords/gradient-method","display_name":"Gradient method","score":0.4283485412597656},{"id":"https://openalex.org/keywords/tracking-error","display_name":"Tracking error","score":0.4155745506286621},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3892066478729248},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3692917823791504},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.36091262102127075},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.11559206247329712}],"concepts":[{"id":"https://openalex.org/C13662910","wikidata":"https://www.wikidata.org/wiki/Q193139","display_name":"Trajectory","level":2,"score":0.5983396768569946},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5715627670288086},{"id":"https://openalex.org/C10494615","wikidata":"https://www.wikidata.org/wiki/Q17086765","display_name":"Proximal Gradient Methods","level":4,"score":0.5607737302780151},{"id":"https://openalex.org/C140779682","wikidata":"https://www.wikidata.org/wiki/Q210868","display_name":"Sampling (signal processing)","level":3,"score":0.5296278595924377},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.49571168422698975},{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.46977919340133667},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.46720191836357117},{"id":"https://openalex.org/C145446738","wikidata":"https://www.wikidata.org/wiki/Q319913","display_name":"Convex function","level":3,"score":0.4527653455734253},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.4510497450828552},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.44906818866729736},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4445885419845581},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.4420568346977234},{"id":"https://openalex.org/C115680565","wikidata":"https://www.wikidata.org/wiki/Q5977448","display_name":"Gradient method","level":2,"score":0.4283485412597656},{"id":"https://openalex.org/C183356978","wikidata":"https://www.wikidata.org/wiki/Q1779213","display_name":"Tracking error","level":3,"score":0.4155745506286621},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3892066478729248},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3692917823791504},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.36091262102127075},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.11559206247329712},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C1276947","wikidata":"https://www.wikidata.org/wiki/Q333","display_name":"Astronomy","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/tsp.2016.2568161","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2016.2568161","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1509.05196","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1509.05196","pdf_url":"https://arxiv.org/pdf/1509.05196","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1509.05196","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1509.05196","pdf_url":"https://arxiv.org/pdf/1509.05196","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2619121740","display_name":null,"funder_award_id":"CCF-0952867","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G5012393511","display_name":null,"funder_award_id":"N00014-12-1-0997","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320334893","display_name":"Stichting voor de Technische Wetenschappen","ror":"https://ror.org/057tq3593"},{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":49,"referenced_works":["https://openalex.org/W1531532259","https://openalex.org/W1568288633","https://openalex.org/W1568746722","https://openalex.org/W1964927113","https://openalex.org/W1985974632","https://openalex.org/W1991892682","https://openalex.org/W1993647205","https://openalex.org/W2012167011","https://openalex.org/W2012445782","https://openalex.org/W2025447043","https://openalex.org/W2042005915","https://openalex.org/W2043306880","https://openalex.org/W2048100837","https://openalex.org/W2049670620","https://openalex.org/W2056263844","https://openalex.org/W2059113336","https://openalex.org/W2061157561","https://openalex.org/W2088986191","https://openalex.org/W2094164604","https://openalex.org/W2099454002","https://openalex.org/W2103606462","https://openalex.org/W2107556430","https://openalex.org/W2123085282","https://openalex.org/W2186590998","https://openalex.org/W2270353611","https://openalex.org/W2288286756","https://openalex.org/W2288690989","https://openalex.org/W2292441710","https://openalex.org/W2296319761","https://openalex.org/W2317479594","https://openalex.org/W2368010075","https://openalex.org/W2496276084","https://openalex.org/W2502393534","https://openalex.org/W2544583203","https://openalex.org/W2585534654","https://openalex.org/W2950241836","https://openalex.org/W2950509596","https://openalex.org/W2963395095","https://openalex.org/W2963736650","https://openalex.org/W4205987271","https://openalex.org/W4231183558","https://openalex.org/W4241550261","https://openalex.org/W4248437491","https://openalex.org/W4250589301","https://openalex.org/W6634212718","https://openalex.org/W6694073633","https://openalex.org/W6708644162","https://openalex.org/W6729324229","https://openalex.org/W6733179894"],"related_works":["https://openalex.org/W2963086517","https://openalex.org/W2564735875","https://openalex.org/W3123504125","https://openalex.org/W3147739796","https://openalex.org/W1983212821","https://openalex.org/W3127841625","https://openalex.org/W2811217697","https://openalex.org/W2364728921","https://openalex.org/W2348618647","https://openalex.org/W1543207628"],"abstract_inverted_index":{"This":[0],"paper":[1],"considers":[2],"unconstrained":[3],"convex":[4],"optimization":[5],"problems":[6],"with":[7,14],"time-varying":[8],"objective":[9,160],"functions.":[10],"We":[11],"propose":[12,167],"algorithms":[13,173],"a":[15,38],"discrete":[16],"time-sampling":[17],"scheme":[18],"to":[19,96],"find":[20],"and":[21,29,74,81,129,170,175,195],"track":[22],"the":[23,34,46,56,60,68,71,75,97,114,141,151,156,159,188,192],"solution":[24],"trajectory":[25,99,104],"based":[26],"on":[27],"prediction":[28,50,73],"correction":[30,64],"steps,":[31,92],"while":[32],"sampling":[33,47],"problem":[35],"data":[36],"at":[37,77],"constant":[39],"rate":[40],"of":[41,59,84,145,158,191,205],"1/h,":[42],"where":[43],"h":[44],"is":[45,52],"period.":[48],"The":[49,63],"step":[51,65],"derived":[53],"by":[54,118,202],"analyzing":[55],"iso-residual":[57],"dynamics":[58],"optimality":[61],"conditions.":[62],"adjusts":[66],"for":[67,147],"distance":[69],"between":[70],"current":[72],"optimizer":[76],"each":[78],"time":[79],"step,":[80],"consists":[82],"either":[83],"one":[85],"or":[86,90,102],"multiple":[87],"gradient":[88,98,169],"steps":[89],"Newton":[91,103,171],"which":[93,139],"respectively":[94],"correspond":[95],"tracking":[100,105,172],"(GTT)":[101],"(NTT)":[106],"algorithms.":[107],"Under":[108],"suitable":[109],"conditions,":[110],"we":[111,166],"establish":[112],"that":[113,178,196],"asymptotic":[115],"error":[116,143,183],"incurred":[117],"both":[119],"proposed":[120,193],"methods":[121,149,194],"behaves":[122],"as":[123,133],"O(h":[124,134],"<sup":[125,135],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[126,136],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">2</sup>":[127],"),":[128,138],"in":[130,150],"some":[131],"cases":[132],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">4</sup>":[137],"outperforms":[140],"state-of-the-art":[142],"bound":[144],"O(h)":[146],"correction-only":[148],"gradient-correction":[152],"step.":[153],"Moreover,":[154],"when":[155],"characteristics":[157],"function":[161],"variation":[162],"are":[163],"not":[164],"available,":[165],"approximate":[168],"(AGT":[174],"ANT,":[176],"respectively)":[177],"still":[179],"attain":[180],"these":[181],"asymptotical":[182],"bounds.":[184],"Numerical":[185],"simulations":[186],"demonstrate":[187],"practical":[189],"utility":[190],"they":[197],"improve":[198],"upon":[199],"existing":[200],"techniques":[201],"several":[203],"orders":[204],"magnitude.":[206]},"counts_by_year":[{"year":2026,"cited_by_count":5},{"year":2025,"cited_by_count":16},{"year":2024,"cited_by_count":25},{"year":2023,"cited_by_count":15},{"year":2022,"cited_by_count":13},{"year":2021,"cited_by_count":16},{"year":2020,"cited_by_count":17},{"year":2019,"cited_by_count":20},{"year":2018,"cited_by_count":12},{"year":2017,"cited_by_count":11},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":6}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2016-06-24T00:00:00"}
