Time-varying optimization code
Code for time-varying optimization
See the review paper:
- Optimization and Learning with Information Streams: Time-varying Algorithms and Applications by Emiliano Dall'Anese, Andrea Simonetto, Stephen Becker, and Liam Madden (October 2019).
Code
We have basic Matlab code that supports the paper.
demo_reviewPaperFig1.m
recreates Figure 1 from the paper (relies on the filefirstOrderMethod.m
).
The code should make two plots that look like the following: