4 papers
Pricing Electric Vehicle Charging and Station Access via Copositive Duality
Nanfei Jiang, Yi Zhou, Josh A. Taylor +1
Optimized charging of electric vehicles (EVs) at public locations consists of two decisions: how much energy to deliver at what times, which is continuous, and where to plug in, wh…
Solving Chance Constrained Programs via a Penalty based Difference of Convex Approach
Zhiping Li, Nan Jiang, Rujun Jiang
We develop two penalty based difference of convex (DC) algorithms for solving chance constrained programs. First, leveraging a rank-based DC decomposition of the chance constraint,…
Stochastic Gradient Descent with Strategic Querying
Nanfei Jiang, Hoi-To Wai, Mahnoosh Alizadeh
This paper considers a finite-sum optimization problem under first-order queries and investigates the benefits of strategic querying on stochastic gradient-based methods compared t…
Online Nonstochastic Control with Convex Safety Constraints
Nanfei Jiang, Spencer Hutchinson, Mahnoosh Alizadeh
This paper considers the online nonstochastic control problem of a linear time-invariant system under convex state and input constraints that need to be satisfied at all times. We…