相关论文: Decomposition Algorithms for Stochastic Programmin…

We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…

This paper tackles the challenging problem of finding global optimal solutions for two-stage stochastic programs with continuous decision variables and nonconvex recourse functions. We introduce a two-phase approach. The first phase…

In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…

We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…

In this work, several multilevel decoupled algorithms are proposed for a mixed Navier-Stokes/Darcy model. These algorithms are based on either successively or parallelly solving two linear subdomain problems after solving a coupled…

We consider scheduling in a quantum switch with stochastic entanglement generation, finite quantum memories, and decoherence. The objective is to design a scheduling algorithm with polynomial-time computational complexity that stabilizes a…

Bilevel optimization has been widely used in decision-making process. However, there still lacks an efficient algorithm to determine an optimal solution of a bilevel optimization problem, especially for a large-size problem. To bridge the…

Solving large-scale multistage stochastic programming (MSP) problems poses a significant challenge as commonly used stagewise decomposition algorithms, including stochastic dual dynamic programming (SDDP), face growing time complexity as…

Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…

This article describes a geometric partitioning software that can be used for quick computation of data partitions on many-core HPC machines. It is most suited for dynamic applications with load distributions that vary with time.…

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

The explosion in the volumes of data being stored online has resulted in distributed storage systems transitioning to erasure coding based schemes. Yet, the codes being deployed in practice are fairly short. In this work, we address what we…

Decomposition, statically dividing a program into multiple units, is a common programming technique for realizing parallelism and refining programs. The decomposition of a sequential program into components is tedious, due to the…

We propose a trust-region stochastic sequential quadratic programming algorithm (TR-StoSQP) to solve nonlinear optimization problems with stochastic objectives and deterministic equality constraints. We consider a fully stochastic setting,…

The idle computers on a local area, campus area, or even wide area network represent a significant computational resource---one that is, however, also unreliable, heterogeneous, and opportunistic. This type of resource has been used…

We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

We propose a decentralised "local2global"' approach to graph representation learning, that one can a-priori use to scale any embedding technique. Our local2global approach proceeds by first dividing the input graph into overlapping…

In this paper, we consider the network slicing problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and allocate network resources to meet diverse…