A two-level ADMM algorithm for AC OPF with global convergence guarantees

K Sun, XA Sun - IEEE Transactions on Power Systems, 2021 - ieeexplore.ieee.org
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 …

Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization

S Zhang, XA Sun - Mathematical Programming, 2022 - Springer
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP).
This general class of problems encompasses, as important special cases, multistage …

A scalable solution methodology for mixed-integer linear programming problems arising in automation

MA Bragin, PB Luh, B Yan, X Sun - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
Many operation optimization problems such as scheduling and assignment of interest to the
automation community are mixed-integer linear programming (MILP) problems. Because of …

[HTML][HTML] First-order methods for convex optimization

P Dvurechensky, S Shtern, M Staudigl - EURO Journal on Computational …, 2021 - Elsevier
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 …

A hierarchical method for robust SCUC of multi-area power systems with novel uncertainty sets

X Zheng, H Chen, Y Xu, Z Liang… - IEEE Transactions on …, 2019 - ieeexplore.ieee.org
This paper focuses on the interchange and generation scheduling problem of multi-area
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

B Li, Y Chen, W Wei, Y Hou, S Mei - Applied Energy, 2022 - Elsevier
Tube trailers are widely used for distributing liquefied natural gas (LNG) through
transportation networks. When a snowstorm occurs in winter, bad weather conditions may …

Non-convex nested Benders decomposition

C Füllner, S Rebennack - Mathematical Programming, 2022 - Springer
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 Lipschitz dynamic programming

S Ahmed, FG Cabral… - Mathematical Programming, 2022 - Springer
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 …

Adjustable robust optimization with discrete uncertainty

H Lefebvre, E Malaguti… - INFORMS Journal on …, 2024 - pubsonline.informs.org
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 …

Make sure you're unsure: A framework for verifying probabilistic specifications

L Berrada, S Dathathri, K Dvijotham… - Advances in …, 2021 - proceedings.neurips.cc
Most real world applications require dealing with stochasticity like sensor noise or predictive
uncertainty, where formal specifications of desired behavior are inherently probabilistic …