Showing math.OCShow all
3 papers · 1 filter
math.OC2021
A Distributed Algorithm for Multi-scale Multi-stage Stochastic Programs with Application to Electricity Capacity Expansion
Run Chen, Andrew L. Liu
This paper applies the N-block PCPM algorithm to solve multi-scale multi-stage stochastic programs, with the application to electricity capacity expansion models. Numerical results…
math.OC2021
Distributed and Asynchronous Algorithms for N-block Convex Optimization with Coupling Constraints
Run Chen, Andrew L. Liu
This paper first proposes an N-block PCPM algorithm to solve N-block convex optimization problems with both linear and nonlinear constraints, with global convergence established. A…
math.OC2019
A Distributed Algorithm for High-Dimension Convex Quadratically Constrained Quadratic Programs
Run Chen, Andrew L. Liu
We propose a Jacobi-style distributed algorithm to solve convex, quadratically constrained quadratic programs (QCQPs), which arise from a broad range of applications. While small t…