4 papers
Strong Duality in Risk-Constrained Nonconvex Functional Programming
Dionysis Kalogerias, Spyridon Pougkakiotis
We show that a wide class of risk-constrained nonconvex functional optimization problems exhibit strong duality, regardless of nonconvexity. We develop two novel results under dist…
Waterfilling at the Edge: Optimal Percentile Resource Allocation via Risk-Averse Reduction
Gokberk Yaylali, Ahmad Ali Khan, Dionysios S. Kalogerias
We address deterministic resource allocation in point-to-point multi-terminal AWGN channels without inter-terminal interference, with particular focus on optimizing quantile transm…
A Zeroth-order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
Spyridon Pougkakiotis, Dionysios S. Kalogerias
In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth a…
Stochastic Resource Allocation via Dual Tail Waterfilling
Gokberk Yaylali, Dionysios S. Kalogerias
Optimal resource allocation in wireless systems still stands as a rather challenging task due to the inherent statistical characteristics of channel fading. On the one hand, minima…