3 papers
math.OC2025
Multi-timescale Stochastic Programming with Applications in Power Systems
Yihang Zhang, Suvrajeet Sen
This paper introduces a multi-timescale stochastic programming framework designed to address decision-making challenges in power systems, particularly those with high renewable ene…
cs.LG2025
Beyond First-Order: Training LLMs with Stochastic Conjugate Subgradients and AdamW
Di Zhang, Yihang Zhang
Stochastic gradient-based descent (SGD), have long been central to training large language models (LLMs). However, their effectiveness is increasingly being questioned, particularl…
math.OC2025
An Adaptive Sampling-based Progressive Hedging Algorithm for Stochastic Programming
Di Zhang, Yihang Zhang, Suvrajeet Sen
The progressive hedging algorithm (PHA) is a cornerstone among algorithms for large-scale stochastic programming problems. However, its traditional implementation is hindered by so…