3 papers
math.OC2025
Multi-timescale Stochastic Programming with Applications in Power Systems
Yihang Zhang, Suvrajeet Sen
This paper introduces a multi-timescale stochastic programming framework designed to address decision-making challenges in power systems, particularly those with high renewable ene…
math.OC2025
A Stochastic Conjugate Subgradient Algorithm for Two-stage Stochastic Programming
Di Zhang, Suvrajeet Sen
Stochastic Optimization is a cornerstone of operations research, providing a framework to solve optimization problems under uncertainty. Despite the development of numerous algorit…
cs.LG2024
The Stochastic Conjugate Subgradient Algorithm For Kernel Support Vector Machines
Di Zhang, Suvrajeet Sen
Stochastic First-Order (SFO) methods have been a cornerstone in addressing a broad spectrum of modern machine learning (ML) challenges. However, their efficacy is increasingly ques…