{"id":"https://openalex.org/W4385444367","doi":"https://doi.org/10.23919/ecc57647.2023.10178237","title":"Optimization Filters for Stochastic Time-Varying Convex Optimization","display_name":"Optimization Filters for Stochastic Time-Varying Convex Optimization","publication_year":2023,"publication_date":"2023-06-13","ids":{"openalex":"https://openalex.org/W4385444367","doi":"https://doi.org/10.23919/ecc57647.2023.10178237"},"language":"en","primary_location":{"id":"doi:10.23919/ecc57647.2023.10178237","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc57647.2023.10178237","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 European Control Conference (ECC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"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/I201181511","display_name":"\u00c9cole Nationale Sup\u00e9rieure de Techniques Avanc\u00e9es","ror":"https://ror.org/0309cs235","country_code":"FR","type":"education","lineage":["https://openalex.org/I201181511","https://openalex.org/I4210145102"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Andrea Simonetto","raw_affiliation_strings":["Institut Polytechnique de Paris,UMA, ENSTA Paris,Palaiseau,France,91120"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut Polytechnique de Paris,UMA, ENSTA Paris,Palaiseau,France,91120","institution_ids":["https://openalex.org/I201181511"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5074264044","display_name":"Paolo Massioni","orcid":"https://orcid.org/0000-0001-8620-9507"},"institutions":[{"id":"https://openalex.org/I100532134","display_name":"Universit\u00e9 Claude Bernard Lyon 1","ror":"https://ror.org/029brtt94","country_code":"FR","type":"education","lineage":["https://openalex.org/I100532134","https://openalex.org/I203339264"]},{"id":"https://openalex.org/I112936343","display_name":"\u00c9cole Centrale de Lyon","ror":"https://ror.org/05s6rge65","country_code":"FR","type":"education","lineage":["https://openalex.org/I112936343","https://openalex.org/I203339264"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I48430043","display_name":"Institut National des Sciences Appliqu\u00e9es de Lyon","ror":"https://ror.org/050jn9y42","country_code":"FR","type":"education","lineage":["https://openalex.org/I203339264","https://openalex.org/I48430043"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Paolo Massioni","raw_affiliation_strings":["Univ Lyon, INSA Lyon, Universit&#x00E9; Claude Bernard Lyon 1, Ecole Centrale de Lyon, CNRS, Amp&#x00E8;re, UMR5505,Villeurbanne,France,69621"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Univ Lyon, INSA Lyon, Universit&#x00E9; Claude Bernard Lyon 1, Ecole Centrale de Lyon, CNRS, Amp&#x00E8;re, UMR5505,Villeurbanne,France,69621","institution_ids":["https://openalex.org/I48430043","https://openalex.org/I100532134","https://openalex.org/I1294671590","https://openalex.org/I112936343"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.1441,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.45779922,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"6"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11344","display_name":"Traffic Prediction and Management Techniques","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/2215","display_name":"Building and Construction"},"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/T11344","display_name":"Traffic Prediction and Management Techniques","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/2215","display_name":"Building and Construction"},"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/T11489","display_name":"Air Traffic Management and Optimization","score":0.9930999875068665,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"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/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.992900013923645,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/kalman-filter","display_name":"Kalman filter","score":0.6416324377059937},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.6244299411773682},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5912845134735107},{"id":"https://openalex.org/keywords/stochastic-optimization","display_name":"Stochastic optimization","score":0.5475148558616638},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.5294848084449768},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5088408589363098},{"id":"https://openalex.org/keywords/constrained-optimization-problem","display_name":"Constrained optimization problem","score":0.49370941519737244},{"id":"https://openalex.org/keywords/intuition","display_name":"Intuition","score":0.481821209192276},{"id":"https://openalex.org/keywords/optimization-algorithm","display_name":"Optimization algorithm","score":0.4680561423301697},{"id":"https://openalex.org/keywords/linear-matrix-inequality","display_name":"Linear matrix inequality","score":0.4577552080154419},{"id":"https://openalex.org/keywords/filtering-problem","display_name":"Filtering problem","score":0.4173586964607239},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.40364283323287964},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3911522328853607},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.28627973794937134},{"id":"https://openalex.org/keywords/extended-kalman-filter","display_name":"Extended Kalman filter","score":0.25363439321517944},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.17441809177398682}],"concepts":[{"id":"https://openalex.org/C157286648","wikidata":"https://www.wikidata.org/wiki/Q846780","display_name":"Kalman filter","level":2,"score":0.6416324377059937},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.6244299411773682},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5912845134735107},{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.5475148558616638},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.5294848084449768},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5088408589363098},{"id":"https://openalex.org/C2989514635","wikidata":"https://www.wikidata.org/wiki/Q5164377","display_name":"Constrained optimization problem","level":3,"score":0.49370941519737244},{"id":"https://openalex.org/C132010649","wikidata":"https://www.wikidata.org/wiki/Q189222","display_name":"Intuition","level":2,"score":0.481821209192276},{"id":"https://openalex.org/C2987595161","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Optimization algorithm","level":2,"score":0.4680561423301697},{"id":"https://openalex.org/C201829737","wikidata":"https://www.wikidata.org/wiki/Q2022760","display_name":"Linear matrix inequality","level":2,"score":0.4577552080154419},{"id":"https://openalex.org/C41614226","wikidata":"https://www.wikidata.org/wiki/Q5449244","display_name":"Filtering problem","level":4,"score":0.4173586964607239},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.40364283323287964},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3911522328853607},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.28627973794937134},{"id":"https://openalex.org/C206833254","wikidata":"https://www.wikidata.org/wiki/Q5421817","display_name":"Extended Kalman filter","level":3,"score":0.25363439321517944},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.17441809177398682},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.23919/ecc57647.2023.10178237","is_oa":false,"landing_page_url":"https://doi.org/10.23919/ecc57647.2023.10178237","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 European Control Conference (ECC)","raw_type":"proceedings-article"},{"id":"pmh:oai:HAL:hal-04131646v1","is_oa":false,"landing_page_url":"https://hal.science/hal-04131646","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"European Control Conference, Jun 2023, Bucharest, Romania. &#x27E8;10.23919/ECC57647.2023.10178237&#x27E9;","raw_type":"Conference papers"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W1878322007","https://openalex.org/W2000340206","https://openalex.org/W2004001705","https://openalex.org/W2097460613","https://openalex.org/W2124541940","https://openalex.org/W2127142495","https://openalex.org/W2255965710","https://openalex.org/W2923133561","https://openalex.org/W2950612496","https://openalex.org/W2951777528","https://openalex.org/W2962893376","https://openalex.org/W2962917190","https://openalex.org/W2963156201","https://openalex.org/W2963241635","https://openalex.org/W2963763190","https://openalex.org/W2964102336","https://openalex.org/W3019920892","https://openalex.org/W3023085450","https://openalex.org/W3033432775","https://openalex.org/W3039791234","https://openalex.org/W3097133297","https://openalex.org/W3123661679","https://openalex.org/W3144146380","https://openalex.org/W3208200685","https://openalex.org/W3211815439","https://openalex.org/W4206526750","https://openalex.org/W4281489014","https://openalex.org/W4282009147","https://openalex.org/W4319164808","https://openalex.org/W6639381437","https://openalex.org/W6651597697","https://openalex.org/W6678510960","https://openalex.org/W6751989978","https://openalex.org/W6776395615","https://openalex.org/W6779562669","https://openalex.org/W6803817142","https://openalex.org/W6839239867","https://openalex.org/W6849655817"],"related_works":["https://openalex.org/W2384699447","https://openalex.org/W2486108717","https://openalex.org/W3095130276","https://openalex.org/W2410068627","https://openalex.org/W2375625581","https://openalex.org/W2964129099","https://openalex.org/W4380551278","https://openalex.org/W2762521228","https://openalex.org/W4253332964","https://openalex.org/W3216634999"],"abstract_inverted_index":{"We":[0],"look":[1],"at":[2],"a":[3,38,42,69,107],"stochastic":[4],"time-varying":[5],"optimization":[6,53],"problem":[7],"and":[8,15,31,41,67,81,85],"we":[9],"formulate":[10],"online":[11],"algorithms":[12,22,54],"to":[13],"find":[14],"track":[16],"its":[17],"optimizers":[18],"in":[19,63,74,95,113],"expectation.":[20],"The":[21,52,98],"are":[23,55,83,89,100,105],"derived":[24],"from":[25,91],"the":[26,47,64,75],"intuition":[27],"that":[28],"standard":[29],"prediction":[30],"correction":[32],"steps":[33],"can":[34],"be":[35],"seen":[36],"as":[37],"dynamical":[39],"system":[40],"measurement":[43],"equation,":[44],"respectively,":[45],"yielding":[46],"notion":[48],"of":[49],"filter":[50,62],"design.":[51],"then":[56],"based":[57],"on":[58,68],"an":[59],"extended":[60],"Kalman":[61],"unconstrained":[65],"case,":[66],"linear":[70],"matrix":[71],"inequality":[72],"condition":[73],"constrained":[76],"case.":[77],"Some":[78],"special":[79],"cases":[80],"variations":[82],"discussed,":[84],"supporting":[86],"numerical":[87],"results":[88,99],"presented":[90],"real":[92],"data":[93,117],"sets":[94],"ride-hailing":[96],"scenarios.":[97],"encouraging,":[101],"especially":[102],"when":[103,115],"predictions":[104],"accurate,":[106],"case":[108],"which":[109],"is":[110,118],"often":[111],"encountered":[112],"practice":[114],"historical":[116],"abundant":[119]},"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
