A two-level ADMM algorithm for AC OPF with global convergence guarantees
This paper proposes a two-level distributed algorithmic framework for solving the AC optimal
power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex …
power flow (OPF) problem with convergence guarantees. The presence of highly nonconvex …
Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP).
This general class of problems encompasses, as important special cases, multistage …
This general class of problems encompasses, as important special cases, multistage …
A scalable solution methodology for mixed-integer linear programming problems arising in automation
Many operation optimization problems such as scheduling and assignment of interest to the
automation community are mixed-integer linear programming (MILP) problems. Because of …
automation community are mixed-integer linear programming (MILP) problems. Because of …
[HTML][HTML] First-order methods for convex optimization
First-order methods for solving convex optimization problems have been at the forefront of
mathematical optimization in the last 20 years. The rapid development of this important class …
mathematical optimization in the last 20 years. The rapid development of this important class …
A hierarchical method for robust SCUC of multi-area power systems with novel uncertainty sets
This paper focuses on the interchange and generation scheduling problem of multi-area
power systems, where decentralized decision procedure is preferred and the uncertainties …
power systems, where decentralized decision procedure is preferred and the uncertainties …
Enhancing resilience of emergency heat and power supply via deployment of LNG tube trailers: A mean-risk optimization approach
Tube trailers are widely used for distributing liquefied natural gas (LNG) through
transportation networks. When a snowstorm occurs in winter, bad weather conditions may …
transportation networks. When a snowstorm occurs in winter, bad weather conditions may …
Non-convex nested Benders decomposition
We propose a new decomposition method to solve multistage non-convex mixed-integer
(stochastic) nonlinear programming problems (MINLPs). We call this algorithm non-convex …
(stochastic) nonlinear programming problems (MINLPs). We call this algorithm non-convex …
Stochastic Lipschitz dynamic programming
We propose a new algorithm for solving multistage stochastic mixed integer linear
programming (MILP) problems with complete continuous recourse. In a similar way to cutting …
programming (MILP) problems with complete continuous recourse. In a similar way to cutting …
Adjustable robust optimization with discrete uncertainty
In this paper, we study adjustable robust optimization (ARO) problems with discrete
uncertainty. Under a very general modeling framework, we show that such two-stage robust …
uncertainty. Under a very general modeling framework, we show that such two-stage robust …
Make sure you're unsure: A framework for verifying probabilistic specifications
Most real world applications require dealing with stochasticity like sensor noise or predictive
uncertainty, where formal specifications of desired behavior are inherently probabilistic …
uncertainty, where formal specifications of desired behavior are inherently probabilistic …