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Minimizing sum of two functions under a linear constraint is what we called splitting problem. This convex optimization has wide applications in machine learning problems, such as Lasso, Group Lasso and Sparse logistic regression. A recent…
Surrogate Optimization (SO) algorithms have shown promise for optimizing expensive black-box functions. However, their performance is heavily influenced by hyperparameters related to sampling and surrogate fitting, which poses a challenge…
Satellite-terrestrial networks (STNs) are anticipated to deliver seamless IoT services across expansive regions. Given the constrained resources available for offloading computationally intensive tasks like video streaming, it is crucial to…
We introduce and study spatiotemporal online allocation with deadline constraints ($\mathsf{SOAD}$), a new online problem motivated by emerging challenges in sustainability and energy. In $\mathsf{SOAD}$, an online player completes a…
Recently, low-complexity and distributed Carrier Sense Multiple Access (CSMA)-based scheduling algorithms have attracted extensive interest due to their throughput-optimal characteristics in general network topologies. However, these…
Given a multivariate data set, sparse principal component analysis (SPCA) aims to extract several linear combinations of the variables that together explain the variance in the data as much as possible, while controlling the number of…
Stochastic compositional optimization (SCO) has attracted considerable attention because of its broad applicability to important real-world problems. However, existing works on SCO assume that the projection within a solution update is…
This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is achieved by constructing a stochastic gradient descent…
With network requirements diverging across emerging applications, latency-critical services demand minimal logic delay, while hyperscale training and collectives require sustained line-rate throughput for synchronized bulk transfers. This…
Transporting ore from mines to ports is of significant interest in mining supply chains. These operations are commonly associated with growing costs and a lack of resources. Large mining companies are interested in optimally allocating…
Malleable scheduling is a model that captures the possibility of parallelization to expedite the completion of time-critical tasks. A malleable job can be allocated and processed simultaneously on multiple machines, occupying the same time…
We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provide general error bounds for inexact CSA. Then, we propose two…
In this paper, we consider a composite optimization problem with linear coupling constraints in a multi-agent network. In this problem, all the agents jointly optimize a global composite cost function which is the linear sum of individual…
The integration of storage and renewable resources fundamentally alters resource-adequacy analysis. Because storage couples decisions across time, it invalidates the traditional reliability models that are based on time-independent capacity…
Limited English Proficiency (LEP) patients face higher risks of adverse health outcomes due to communication barriers, making timely medical interpreting services essential for mitigating those risks. This paper addresses the scheduling of…
In a large-scale computing cluster, the job completions can be substantially delayed due to two sources of variability, namely, variability in the job size and that in the machine service capacity. To tackle this issue, existing works have…
We consider the problem of dynamically allocating tasks to multiple agents under time window constraints and task completion uncertainty. Our objective is to minimize the number of unsuccessful tasks at the end of the operation horizon. We…
Sparse subspace clustering (SSC) is one of the current state-of-the-art methods for partitioning data points into the union of subspaces, with strong theoretical guarantees. However, it is not practical for large data sets as it requires…
The reduced level of system inertia in low-carbon power grids increases the need for alternative frequency services. However, simultaneously optimising the provision of these services in the scheduling process, subject to significant…
We study constrained nested stochastic optimization problems in which the objective function is a composition of two smooth functions whose exact values and derivatives are not available. We propose a single time-scale stochastic…