20 citations · 33 across the 5 of their papers we have counts for
6 papers · 1 filter
Stochastic Search for a Parametric Cost Function Approximation: Energy storage with rolling forecasts
Saeed Ghadimi, Warren B. Powell
Rolling forecasts have been almost overlooked in the renewable energy storage literature. In this paper, we provide a new approach for handling uncertainty not just in the accuracy…
Reinforcement Learning via Parametric Cost Function Approximation for Multistage Stochastic Programming
Saeed Ghadimi, Raymond T. Perkins, Warren B. Powell
The most common approaches for solving stochastic resource allocation problems in the research literature is to either use value functions ("dynamic programming") or scenario trees…
A Single Time-Scale Stochastic Approximation Method for Nested Stochastic Optimization
Saeed Ghadimi, Andrzej Ruszczyński, Mengdi Wang
We study constrained nested stochastic optimization problems in which the objective function is a composition of two smooth functions whose exact values and derivatives are not ava…
Zeroth-order Nonconvex Stochastic Optimization: Handling Constraints, High-Dimensionality and Saddle-Points
Krishnakumar Balasubramanian, Saeed Ghadimi
In this paper, we propose and analyze zeroth-order stochastic approximation algorithms for nonconvex and convex optimization, with a focus on addressing constrained optimization, h…
Approximation Methods for Bilevel Programming
Saeed Ghadimi, Mengdi Wang
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial…
Second-Order Methods with Cubic Regularization Under Inexact Information
Saeed Ghadimi, Han Liu, Tong Zhang
In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild…