Online optimization with predictions and switching costs: Fast algorithms and the fundamental limit

Y Li, G Qu, N Li - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
This article considers online optimization with a finite prediction window of cost functions
and additional switching costs on the decisions. We study the fundamental limits of dynamic …

Online Optimization with Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit

Y Li, G Qu, N Li - arXiv preprint arXiv:1801.07780, 2018 - arxiv.org
This paper studies an online optimization problem with a finite prediction window of cost
functions and additional switching costs on decisions. We propose two gradient-based …

Online Optimization with Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit

Y Li, G Qu, N Li - IEEE Transactions on Automatic Control, 2021 - experts.illinois.edu
This article considers online optimization with a finite prediction window of cost functions
and additional switching costs on the decisions. We study the fundamental limits of dynamic …

[PDF][PDF] Online Optimization with Predictions and Switching Costs: Fast Algorithms and Fundamental Limits

Y Li, G Qu, N Li - nali.seas.harvard.edu
This paper studies an online optimization problem with switching costs and a finite
prediction window. We propose a computationally efficient algorithm, Receding Horizon …

[PDF][PDF] Online Optimization with Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit

Y Li, G Qu, N Li - arXiv preprint arXiv:1801.07780, 2018 - authors.library.caltech.edu
This paper studies an online optimization problem with a finite prediction window of cost
functions and additional switching costs on decisions. We propose two gradient-based …

[PDF][PDF] Online Optimization with Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit

Y Li, G Qu, N Li - arXiv preprint arXiv:1801.07780, 2018 - scholar.harvard.edu
This paper studies an online optimization problem with switching costs and a finite
prediction window. We propose two computationally efficient algorithms: Receding Horizon …

Online Optimization with Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit

Y Li, G Qu, N Li - arXiv e-prints, 2018 - ui.adsabs.harvard.edu
This paper studies an online optimization problem with a finite prediction window of cost
functions and additional switching costs on decisions. We propose two gradient-based …

[PDF][PDF] Online Optimization with Predictions and Switching Costs: Fast Algorithms and Fundamental Limits

Y Li, G Qu, N Li - scholar.harvard.edu
This paper studies an online optimization problem with switching costs and a finite
prediction window. We propose a computationally efficient algorithm, Receding Horizon …

[PDF][PDF] Online Optimization with Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit

Y Li, G Qu, N Li - arXiv preprint arXiv:1801.07780, 2018 - authors.library.caltech.edu
This paper studies an online optimization problem with a finite prediction window of cost
functions and additional switching costs on decisions. We propose two gradient-based …