740 citations · 2.1k across the 64 of their papers we have counts for
3 papers · 2 filters
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…