740 citations · 2.1k across the 64 of their papers we have counts for
9 papers · 1 filter
Accelerating Incremental Gradient Optimization with Curvature Information
Hoi-To Wai, Wei Shi, Cesar A. Uribe +2
This paper studies an acceleration technique for incremental aggregated gradient ({\sf IAG}) method through the use of \emph{curvature} information for solving strongly convex fini…
Continuous Time Multi-stage Stochastic Reserve and Unit Commitment
Kári Hreinsson, Bita Analui, Anna Scaglione
In this paper we introduce a continuous time multi stage stochastic optimization for scheduling generating units, their commitment, reserve capacities and their continuous time gen…
SUCAG: Stochastic Unbiased Curvature-aided Gradient Method for Distributed Optimization
Hoi-To Wai, Nikolaos M. Freris, Angelia Nedic +1
We propose and analyze a new stochastic gradient method, which we call Stochastic Unbiased Curvature-aided Gradient (SUCAG), for finite sum optimization problems. SUCAG constitutes…
Dynamic Formulation for Multistage Stochastic Unit Commitment Problem
Bita Analui, Anna Scaglione
As net-load becomes less predictable there is a lot of pressure in changing decision models for power markets such that they account explicitly for future scenarios in making commi…
Decentralized Frank-Wolfe Algorithm for Convex and Non-convex Problems
Hoi-To Wai, Jean Lafond, Anna Scaglione +1
Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms base…
Continuous-time Marginal Pricing of Power Trajectories in Power Systems
Anna Scaglione
In this paper we formulate of the Economic Dispatch (ED) problem in Power Systems in continuous time and include in it ramping constraints to derive an expression of the price that…