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Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…
By exploiting the property that the RBM log-likelihood function is the difference of convex functions, we formulate a stochastic variant of the difference of convex functions (DC) programming to minimize the negative log-likelihood.…
This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…
Trajectory planning in dense, interactive traffic scenarios presents significant challenges for autonomous vehicles, primarily due to the uncertainty of human driver behavior and the non-convex nature of collision avoidance constraints.…
We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…
In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…
Emerging applications of machine learning in numerous areas involve continuous gathering of and learning from streams of data. Real-time incorporation of streaming data into the learned models is essential for improved inference in these…
This paper proposes a hard-constrained unsupervised learning framework for rapidly solving the non-linear and non-convex AC optimal power flow (AC-OPF) problem in real-time operation. Without requiring ground-truth AC-OPF solutions,…
This paper proposes a two-level distributed algorithmic framework for solving the AC optimal power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex constraints in OPF poses significant challenges to…
To understand the convergence behavior of the Push-Pull method for decentralized optimization with stochastic gradients (Stochastic Push-Pull), this paper presents a comprehensive analysis. Specifically, we first clarify the algorithm's…
Large horsepower induction motors play a critical role as industrial drives in production facilities. The operational safety of distribution networks during the starting transients of these motor loads is a critical concern for the…
There is an emerging need for efficient solutions to stochastic AC Optimal Power Flow ({AC-}OPF) to ensure optimal and reliable grid operations in the presence of increasing demand and generation uncertainty. This paper presents a highly…
Stochastic Computing (SC) is a computing paradigm that allows for the low-cost and low-power computation of various arithmetic operations using stochastic bit streams and digital logic. In contrast to conventional representation schemes…
In this paper, we consider a class of nonconvex (not necessarily differentiable) optimization problems called generalized DC (Difference-of-Convex functions) programming, which is minimizing the sum of two separable DC parts and one…
We study a stochastic program where the probability distribution of the uncertain problem parameters is unknown and only indirectly observed via finitely many correlated samples generated by an unknown Markov chain with $d$ states. We…
In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…
This paper studies a compressed momentum-based single-point zeroth-order algorithm for stochastic distributed nonconvex optimization, aiming to alleviate communication overhead and address the unavailability of explicit gradient…
The optimal power flow problem plays an important role in the market clearing and operation of electric power systems. However, with increasing uncertainty from renewable energy operation, the optimal operating point of the system changes…
Large horsepower induction motors play a critical role in the operation of industrial facilities. In this respect, the distribution network operators dedicate a high priority to the operational safety of these motor loads. In this paper,…
The optimal power flow (OPF) problem is fundamental in power system operations and planning. Large-scale renewable penetration in distribution networks calls for real-time feedback control, and hence the need for fast and distributed…