4 papers · 1 filter
End-to-End Learning of Correlated Operating Reserve Requirements in Security-Constrained Economic Dispatch
Owen Shen, Hung-po Chao, Haihao Lu +1
Operating reserve requirements in security-constrained economic dispatch (SCED) depend strongly on the assumed correlation structure of renewable forecast errors, yet that structur…
A Two-Layer Framework for Joint Online Configuration Selection and Admission Control
Owen Shen, Haoran Xu, Yinyu Ye +2
We study online configuration selection with admission control problem, which arises in LLM serving, GPU scheduling, and revenue management. In a planning horizon with periods,…
Efficient Online Mirror Descent Stochastic Approximation for Multi-Stage Stochastic Programming
Junhui Zhang, Patrick Jaillet
We study the unconstrained and the minimax saddle point variants of the convex multi-stage stochastic programming problem, where consecutive decisions are coupled through the objec…
Multi-Timescale Primal Dual Hybrid Gradient with Application to Distributed Optimization
Junhui Zhang, Patrick Jaillet
We propose two variants of the Primal Dual Hybrid Gradient (PDHG) algorithm for saddle point problems with block decomposable duals, hereafter called Multi-Timescale PDHG (MT-PDHG)…