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Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), as the widely employed policy based reinforcement learning (RL) methods, are prone to converge to a sub-optimal solution as they limit the policy representation…
In this paper, we propose several new stochastic second-order algorithms for policy optimization that only require gradient and Hessian-vector product in each iteration, making them computationally efficient and comparable to policy…
The proliferation of large-scale AI and data-intensive applications has driven the development of Computing Power Networks (CPN). It is a key paradigm for delivering ubiquitous, on-demand computational services with high efficiency.…
This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…
We study two-stage distributionally robust optimization (DRO) problems with decision-dependent information discovery (DDID) wherein (a portion of) the uncertain parameters are revealed only if an (often costly) investment is made in the…
Next-day delivery logistics services are redefining the industry by increasingly focusing on customer service. A challenge each logistics service provider faces is to jointly optimize time window assignment and vehicle routing for such…
Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator RTE dynamically sizes the required margins using a…
Dynamic Threshold Optimization (DTO) adaptively "compresses" the decision space (DS) in a global search and optimization problem by bounding the objective function from below. This approach is different from "shrinking" DS by reducing…
In environments with delayed observation, state augmentation by including actions within the delay window is adopted to retrieve Markovian property to enable reinforcement learning (RL). However, state-of-the-art (SOTA) RL techniques with…
Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…
Tensor ring (TR) decomposition is a simple but effective tensor network for analyzing and interpreting latent patterns of tensors. In this work, we propose a doubly randomized optimization framework for computing TR decomposition. It can be…
Reliability-based design optimization (RBDO) is traditionally formulated as a nested optimization and reliability problem. Although surrogate models are generally employed to improve efficiency, the approach remains computationally…
This paper presents a multi-objective stochastic optimization method for tuning of the controller parameters of Refrigeration Systems based on Vapour Compression. Stochastic Multi Parameter Divergence Optimization (SMDO) algorithm is…
A robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ and a feasible set…
Reliability-based design optimization (RBDO) is a methodology for designing systems and components under the consideration of probabilistic uncertainty. In practical engineering, the number of input data is often limited, which can damage…
Counterfactual learning to rank (CLTR) can be risky and, in various circumstances, can produce sub-optimal models that hurt performance when deployed. Safe CLTR was introduced to mitigate these risks when using inverse propensity scoring to…
We introduce a two-level trust-region method (TLTR) for solving unconstrained nonlinear optimization problems. Our method uses a composite iteration step, which is based on two distinct search directions. The first search direction is…
In this paper, we investigate a novel reconfigurable distributed antennas and reflecting surface (RDARS) aided multi-user massive MIMO system with imperfect CSI and propose a practical two-timescale (TTS) transceiver design to reduce the…
There hardly exists a general solver that is efficient for scheduling problems due to their diversity and complexity. In this study, we develop a two-stage framework, in which reinforcement learning (RL) and traditional operations research…
An adaptive delay-tolerant distributed space-time coding (DSTC) scheme with feedback is proposed for two-hop cooperative multiple-input multiple-output (MIMO) networks using an amplify-and-forward strategy and opportunistic relaying…