Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Prediction-Correction Algorithms for Time-Varying Constrained
  Optimization   This paper develops online algorithms to track solutions of time-varying
constrained optimization problems. Particularly, resembling workhorse Kalman
filtering-based approaches for dynamical systems, the proposed methods involve
prediction-correction steps to provably track the trajectory of the optimal
solutions of time-varying convex problems. The merits of existing
prediction-correction methods have been shown for unconstrained problems and
for setups where computing the inverse of the Hessian of the cost function is
computationally affordable. This paper addresses the limitations of existing
methods by tackling constrained problems and by designing first-order
prediction steps that rely on the Hessian of the cost function (and do not
require the computation of its inverse). In addition, the proposed methods are
shown to improve the convergence speed of existing prediction-correction
methods when applied to unconstrained problems. Numerical simulations
corroborate the analytical results and showcase performance and benefits of the
proposed algorithms. A realistic application of the proposed method to
real-time control of energy resources is presented.

33
The categories of this paper are: plasm-ph
3
The categories of this paper are: physics
14
The categories of this paper are: math-ph
15
The categories of this paper are: nucl-ex
19
The categories of this paper are: eess
1
The categories of this paper are: cs
30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
31
The categories of this paper are: ao-sci
8
The categories of this paper are: hep-ex
28
The categories of this paper are: alg-geom
21
The categories of this paper are: adap-org
24
The categories of this paper are: dg-ga
25
The categories of this paper are: patt-sol