# Two-Stage Stochastic Optimization Via Primal-Dual Decomposition and Deep Unrolling

@article{Liu2021TwoStageSO,
title={Two-Stage Stochastic Optimization Via Primal-Dual Decomposition and Deep Unrolling},
author={An Liu and Rui Yang and Tony Q. S. Quek and Min-Jian Zhao},
journal={IEEE Transactions on Signal Processing},
year={2021},
volume={69},
pages={3000-3015}
}
• Published 5 May 2021
• Computer Science
• IEEE Transactions on Signal Processing
We consider a two-stage stochastic optimization problem, in which a long-term optimization variable is coupled with a set of short-term optimization variables in both objective and constraint functions. Despite that two-stage stochastic optimization plays a critical role in various engineering and scientific applications, there still lack efficient algorithms, especially when the long-term and short-term variables are coupled in the constraints. To overcome the challenge caused by tightly…
2 Citations

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