18 citations · 31 across the 13 of their papers we have counts for
4 papers · 1 filter
Predictive Prescription of Unit Commitment Decisions Under Net Load Uncertainty
Ogun Yurdakul, Feng Qiu, Sahin Albayrak
To take unit commitment (UC) decisions under uncertain net load, most studies utilize a stochastic UC (SUC) model that adopts a one-size-fits-all representation of uncertainty. Dis…
Adaptive Stochastic Optimisation of Nonconvex Composite Objectives
Weijia Shao, Fikret Sivrikaya, Sahin Albayrak
In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without req…
Adaptive Zeroth-Order Optimisation of Nonconvex Composite Objectives
Weijia Shao, Sahin Albayrak
In this paper, we propose and analyze algorithms for zeroth-order optimization of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality.…
Optimistic Optimisation of Composite Objective with Exponentiated Update
Weijia Shao, Fikret Sivrikaya, Sahin Albayrak
This paper proposes a new family of algorithms for the online optimisation of composite objectives. The algorithms can be interpreted as the combination of the exponentiated gradie…