2 citations · 3 across the 5 of their papers we have counts for
5 papers
A Randomized Nonlinear Rescaling Method in Large-Scale Constrained Convex Optimization
Bo Wei, William B. Haskell, Sixiang Zhao
We propose a new randomized algorithm for solving convex optimization problems that have a large number of constraints (with high probability). Existing methods like interior-point…
A Flexible Multi-Facility Capacity Expansion Problem with Risk Aversion
Sixiang Zhao, William B. Haskell, Michel-Alexandre Cardin
This paper studies flexible multi-facility capacity expansion with risk aversion. In this setting, the decision maker can periodically expand the capacity of facilities given obser…
An Accelerated Fitted Value Iteration Algorithm for MDPs with Finite and Vector-Valued Action Space
Sixiang Zhao, William B. Haskell, Michel-Alexandre Cardin
This paper studies an accelerated fitted value iteration (FVI) algorithm to solve high-dimensional Markov decision processes (MDPs). FVI is an approximate dynamic programming algor…
Corporative Stochastic Approximation with Random Constraint Sampling for Semi-Infinite Programming
Bo Wei, William B. Haskell, Sixiang Zhao
We developed a corporative stochastic approximation (CSA) type algorithm for semi-infinite programming (SIP), where the cut generation problem is solved inexactly. First, we provid…
An Inexact Primal-Dual Algorithm for Semi-Infinite Programming
Bo Wei, William B. Haskell, Sixiang Zhao
This paper considers an inexact primal-dual algorithm for semi-infinite programming (SIP) for which it provides general error bounds. To implement the dual variable update, we crea…