相关论文: Decomposition Algorithms for Stochastic Programmin…

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 consider fundamental algorithmic number theoretic problems and their relation to a class of block structured Integer Linear Programs (ILPs) called $2$-stage stochastic. A $2$-stage stochastic ILP is an integer program of the form $\min…

In this paper, we present a novel local and parallel two-grid finite element scheme for solving the Stokes equations, and rigorously establish its a priori error estimates. The scheme admits simultaneously small scales of subproblems and…

With the integration of large-scale renewable energy sources to power systems, many optimization methods have been applied to solve the stochastic/uncertain transmission-constrained unit commitment (TCUC) problem. Among all methods,…

A Task Decomposition method for iterative learning Model Predictive Control (TDMPC) for linear time-varying systems is presented. We consider the availability of state-input trajectories which solve an original task T1, and design a…

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

We investigate iterative low-resolution message-passing algorithms for quasi-cyclic LDPC codes with horizontal and vertical layered schedules. Coarse quantization and layered scheduling are highly relevant for hardware implementations to…

The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…

Computing at the exascale level is expected to be affected by a significantly higher rate of faults, due to increased component counts as well as power considerations. Therefore, current day numerical algorithms need to be reexamined as to…

An algorithm is proposed for solving stochastic and finite sum minimization problems. Based on a trust region methodology, the algorithm employs normalized steps, at least as long as the norms of the stochastic gradient estimates are within…

We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…

Privacy-preserving machine learning is learning from sensitive datasets that are typically distributed across multiple data owners. Private machine learning is a remarkable challenge in a large number of realistic scenarios where no trusted…

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

The Chance-Constrained Parallel Machine Scheduling Problem (CC-PMSP) assigns jobs with uncertain processing times to machines, ensuring that each machine's availability constraints are met with a certain probability. We present a…

This paper proposes a novel two-stage hybrid domain decomposition algorithm to speed up the dynamic simulations and the analysis of power systems that can be computationally demanding due to the high penetration of renewables. On the first…

This paper addresses the problem of reliably and efficiently solving broad classes of long-horizon stochastic path planning problems. Starting with a vanilla RL formulation with a stochastic dynamics simulator and an occupancy matrix of the…

In this work, we propose a multi-stage training strategy for the development of deep learning algorithms applied to problems with multiscale features. Each stage of the pro-posed strategy shares an (almost) identical network structure and…

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

We introduce an aggregation framework to address multi-stage stochastic programs with mixed-integer state variables and continuous local variables (MSILPs). Our aggregation framework imposes additional structure to the integer state…