Related papers: The Summed Start-up Costs in a Unit Commitment Pro…
We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…
A variant of the well-known Set Covering Problem is studied in this paper, where subsets of a collection have to be selected, and pairwise conflicts among subsets of items exist. The selection of each subset has a cost, and the inclusion of…
This paper proposes a hybrid quantum-classical algorithm to solve a fundamental power system problem called unit commitment (UC). The UC problem is decomposed into a quadratic subproblem, a quadratic unconstrained binary optimization (QUBO)…
A popular approach in combinatorial optimization is to model problems as integer linear programs. Ideally, the relaxed linear program would have only integer solutions, which happens for instance when the constraint matrix is totally…
In this paper we propose a quadratic programming model that can be used for calculating the term structure of electricity prices while explicitly modeling startup costs of power plants. In contrast to other approaches presented in the…
We study a joint facility location and cost planning problem in a competitive market under random utility maximization (RUM) models. The objective is to locate new facilities and make decisions on the costs (or budgets) to spend on the new…
The deepening penetration of renewable energy is challenging how power system operators cope with the associated variability and uncertainty in the unit commitment problem. Given its computational complexity, several optimization-based…
Explicit robust hedging strategies for convex or concave payoffs under a continuous semimartingale model with uncertainty and small transaction costs are constructed. In an asymptotic sense, the upper and lower bounds of the cumulative…
Strong symmetries enforce non-trivial quantum entanglement patterns on the stationary states of symmetric open quantum dynamics. Specifically, non-commuting conserved quantities lead to long-range quantum entanglement even for infinite…
For digraphs $G$ and $H$, a homomorphism of $G$ to $H$ is a mapping $f:\ V(G)\dom V(H)$ such that $uv\in A(G)$ implies $f(u)f(v)\in A(H)$. If, moreover, each vertex $u \in V(G)$ is associated with costs $c_i(u), i \in V(H)$, then the cost…
Unit maintenance and unit commitment are two critical and interrelated aspects of electric power system operation, both of which face the challenge of coordinating efforts to enhance reliability and economic performance. This challenge…
We consider the problem of federated Q-learning, where $M$ agents aim to collaboratively learn the optimal Q-function of an unknown infinite-horizon Markov decision process with finite state and action spaces. We investigate the trade-off…
The work deals with the risk assessment theory. An unitary risk algorithm is elaborated. The algorithm is based on parallel curves. The basic curve of risk is a hyperbolic curve, obtained as a multiplication between the probability of…
This paper formulates a distributed computation problem, where a master asks $N$ distributed workers to compute a linearly separable function. The task function can be expressed as $K_c$ linear combinations of $K$ messages, where each…
We propose an early termination technique for mixed integer conic programming for use within branch-and-bound based solvers. Our approach generalizes previous early termination results for ADMM-based solvers to a broader class of…
We study methods to replace entangling operations with random local operations in a quantum computation, at the cost of increasing the number of required executions. First, we consider "space-like cuts" where an entangling unitary is…
For graphs $G$ and $H$, a mapping $f: V(G)\dom V(H)$ is a homomorphism of $G$ to $H$ if $uv\in E(G)$ implies $f(u)f(v)\in E(H).$ If, moreover, each vertex $u \in V(G)$ is associated with costs $c_i(u), i \in V(H)$, then the cost of the…
We examine the metrics that arise when a finite set of points is embedded in the real line, in such a way that the distance between each pair of points is at least 1. These metrics are closely related to some other known metrics in the…
In our cyber security model we define the concept of {\em penetration cost}, which is the cost that must be paid in order to break into the next layer of security. Given a tree $T$ rooted at a vertex $r$, a {\em penetrating cost} edge…
An alphabetic binary tree formulation applies to problems in which an outcome needs to be determined via alphabetically ordered search prior to the termination of some window of opportunity. Rather than finding a decision tree minimizing…