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Neural Networks (NNs) have been successfully employed to represent the state evolution of complex dynamical systems. Such models, referred to as NN dynamic models (NNDMs), use iterative noisy predictions of NN to estimate a distribution of…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…
In this work, we aim to obtain the optimal tradeoff between the average delay and the average power consumption in a communication system. In our system, the arrivals occur at each timeslot according to a Bernoulli arrival process and are…
Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…
This paper proposes an input convex neural network (ICNN)-Assisted optimal power flow (OPF) in distribution networks. Instead of relying purely on optimization or machine learning, the ICNN-Assisted OPF is a combination of optimization and…
In this paper we study the effect of stochastic errors on two constrained incremental sub-gradient algorithms. We view the incremental sub-gradient algorithms as decentralized network optimization algorithms as applied to minimize a sum of…
We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…
We consider a distributed convex optimization problem in a network which is time-varying and not always strongly connected. The local cost function of each node is affected by some stochastic process. All nodes of the network collaborate to…
Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
This paper proposes a fully distributed reactive power optimization algorithm that can obtain the global optimum of non-convex problems for distribution networks without a central coordinator. Second-order cone (SOC) relaxation is used to…
We study the problem of phase optimization for electric-vehicle (EV) charging. We formulate our problem as a non-convex mixed-integer programming problem whose objective is to minimize the charging loss. Despite the hardness of directly…
We propose an optimization framework for stochastic optimal power flow with uncertain loads and renewable generator capacity. Our model follows previous work in assuming that generator outputs respond to load imbalances according to an…
In this paper, we study efficient and robust computational methods for solving the security-constrained alternating current optimal power flow (SC-ACOPF) problem, a two-stage nonlinear optimization problem with disjunctive constraints, that…
Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…
We introduce the problem of optimal congestion control in cache networks, whereby \emph{both} rate allocations and content placements are optimized \emph{jointly}. We formulate this as a maximization problem with non-convex constraints, and…
The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…
This paper considers distributed optimization algorithms, with application in binary classification via distributed support-vector-machines (D-SVM) over multi-agent networks subject to some link nonlinearities. The agents solve a…
We study a class of stochastic nonconvex optimization in the form of $\min_{x\in\mathcal{X}} F(x):=\mathbb{E}_\xi [f(\phi(x,\xi))]$, i.e., $F$ is a composition of a convex function $f$ and a random function $\phi$. Leveraging an (implicit)…