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math.OC2024
Finite sample learning of moving targets
Nikolaus Vertovec, Kostas Margellos, Maria Prandini
We consider a moving target that we seek to learn from samples. Our results extend randomized techniques developed in control and optimization for a constant target to the case whe…
math.OC2024★ 1 cited
DualBi: A dual bisection algorithm for non-convex problems with a scalar complicating constraint
Lucrezia Manieri, Alessandro Falsone, Maria Prandini
This paper addresses non-convex constrained optimization problems that are characterized by a scalar complicating constraint. We propose an iterative bisection method for the dual…