This paper presents a weak subgradient based method for solving nonconvex unconstrained optimization problems. The method uses a weak subgradient of the objective function at a current point, to generate a new one at every iteration. The concept of the weak subgradient is based on the idea of using supporting cones to the graph of … Read more
Modern machine learning focuses on highly expressive models that are able to fit or interpolate the data completely, resulting in zero training loss. For such models, we show that the stochastic gradients of common loss functions satisfy a strong growth condition. Under this condition, we prove that constant step-size stochastic gradient descent (SGD) with Nesterov … Read more
In demand–response programs, aggregators balance the needs of generation companies and end-users. This work proposes a two-phase framework that shaves the aggregated peak loads while maintaining the desired comfort level for users. In the first phase, the users determine their planned consumption. For the second phase, we develop a bilevel model with mixed-integer variables and … Read more
Accelerated optimization algorithms can be generated using a double-integrator model for the search dynamics imbedded in an optimal control problem. CitationunpublishedArticleDownload View PDF
In classical Markov Decision Processes (MDPs), action costs and transition probabilities are assumed to be known, although an accurate estimation of these parameters is often not possible in practice. This study addresses MDPs under cost and transition probability uncertainty and aims to provide a mathematical framework to obtain policies minimizing the risk of high long-term … Read more
The Golomb ruler problem is defined as follows: Given a positive integer n, locate n marks on a ruler such that the distance between any two distinct pair of marks are different from each other and the total length of the ruler is minimized. The Golomb ruler problem has applications in information theory, astronomy and … Read more
We consider a time-dependent shortest path problem with possible waiting at each node and a global bound $W$ on the total waiting time. The goal is to minimize only the time travelled along the edges of the path, not including the waiting time. We prove that the problem can be solved in polynomial time when … Read more
We consider optimization problems related to the scheduling of multi-echelon assembly supply chain (MEASC) networks that have applications in the recovery from large-scale disruptive events. Each manufacturer within this network assembles a component from a series of sub-components received from other manufacturers. We develop scheduling decision rules that are applied locally at each manufacturer and … Read more
Finding a shortest path in a network is an iconic optimization problem. We focus on settings in which the travel time on an arc in the network depends on the time at which traversal of the arc begins. In such settings, reaching the sink as early as possible is not the only objective of interest. … Read more
Waiting at the right location at the right time can be critically important in certain variants of time-dependent shortest path problems. We investigate the computational complexity of time-dependent shortest path problems in which there is either a penalty on waiting or a limit on the total time spent waiting at a given subset of the … Read more