2 papers
math.OC2025
A Regression-Based Prediction-Correction Method for Stochastic Time-Varying Optimization Problems
Tomoya Kamijima, Naoki Marumo, Akiko Takeda
In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization p…
math.OC2025
A Simple yet Highly Accurate Prediction-Correction Algorithm for Time-Varying Optimization
Tomoya Kamijima, Naoki Marumo, Akiko Takeda
This paper proposes a simple yet highly accurate prediction-correction algorithm, SHARP, for unconstrained time-varying optimization problems. Its prediction is based on an extrapo…