Ermin Wei

A Decomposition Framework for Nonlinear Nonconvex Two-Stage Optimization

  • Yuchen Lou
  • Andreas Wächter
  • Xinyi Luo
  • Ermin Wei
    • Categories Nonlinear Optimization

    We propose a new decomposition framework for continuous nonlinear constrained two-stage optimization, where both first- and second-stage problems can be nonconvex. A smoothing technique based on an interior-point formulation renders the optimal solution of the second-stage problem differentiable with respect to the first-stage parameters. As a consequence, efficient off-the-shelf optimization packages can be utilized. We … Read more

    Balancing Communication and Computation in Distributed Optimization

  • Albert S. Berahas
  • Raghu Bollapragada
  • Nitish Shirish Keskar
  • Ermin Wei
    • Categories Convex Optimization, Distributed Control, Network Optimization Tags , , , ,

    Methods for distributed optimization have received significant attention in recent years owing to their wide applicability in various domains including machine learning, robotics and sensor networks. A distributed optimization method typically consists of two key components: communication and computation. More specifically, at every iteration (or every several iterations) of a distributed algorithm, each node in … Read more