English
Related papers

Related papers: Adjustably Robust Optimal Power Flows with Demand …

200 papers

We advance the computation of physical modal expansions for unsteady incompressible flows. Point of departure is a linearization of the Navier-Stokes equations around its fixed point in a frequency domain formulation. While the most…

Fluid Dynamics · Physics 2018-04-24 Marek Morzynski , Wojciech Szeliga , Bernd R. Noack

With rising shares of renewables and the need to properly assess trade-offs between transmission, storage and sectoral integration as balancing options, building a bridge between energy system models and detailed power flow studies becomes…

Physics and Society · Physics 2022-04-29 Fabian Neumann , Veit Hagenmeyer , Tom Brown

This paper develops a branch-flow based optimal power flow (OPF) problem for multi-phase distribution networks that allows for tap selection of wye, closed-delta, and open-delta step-voltage regulators (SVRs). SVRs are assumed ideal and…

Optimization and Control · Mathematics 2019-01-16 Mohammadhafez Bazrafshan , Nikolaos Gatsis , Hao Zhu

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

Statistical Mechanics · Physics 2015-03-13 Fabrizio Altarelli , Alfredo Braunstein , Abolfazl Ramezanpour , Riccardo Zecchina

Dynamic network flows, sometimes called flows over time, extend the notion of network flows to include a transit time for each edge. While Ford and Fulkerson showed that certain dynamic flow problems can be solved via a reduction to static…

Discrete Mathematics · Computer Science 2023-02-16 Thomas Bläsius , Adrian Feilhauer , Jannik Westenfelder

The last decade witnessed an explosion in the availability of data for operations research applications. Motivated by this growing availability, we propose a novel schema for utilizing data to design uncertainty sets for robust optimization…

Optimization and Control · Mathematics 2014-11-25 Dimitris Bertsimas , Vishal Gupta , Nathan Kallus

We give explicit solutions for utility maximization of terminal wealth problem $u(X_T)$ in the presence of Knightian uncertainty in continuous time $[0,T]$ in a complete market. We assume there is uncertainty on both drift and volatility of…

Mathematical Finance · Quantitative Finance 2019-09-13 Kerem Ugurlu

This paper focuses on the AC Optimal Power Flow (OPF) problem for multi-phase systems. Particular emphasis is given to systems with high integration of renewables, where adjustments of the real and reactive output powers from renewable…

Optimization and Control · Mathematics 2016-12-22 Ahmed S. Zamzam , Nicholas D. Sidiropoulos , Emiliano Dall'Anese

We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations of the OPF with discrete variables…

Optimization and Control · Mathematics 2014-01-07 Quentin Gemine , Damien Ernst , Quentin Louveaux , Bertrand Cornélusse

This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…

Optimization and Control · Mathematics 2018-10-29 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler H. Summers

Chance constrained optimal power flow (CC-OPF) formulations have been proposed to minimize operational costs while controlling the risk arising from uncertainties like renewable generation and load consumption. To solve CC-OPF, we often…

Optimization and Control · Mathematics 2018-09-20 Bowen Li , Ruiwei Jiang , Johanna L. Mathieu

The non-modal transient growth of perturbations in horizontal and inclined channel flows of two immiscible fluids is studied. 3D perturbations are examined in order to find the optimal perturbations that attain the maximum amplification of…

Fluid Dynamics · Physics 2018-10-31 Ilya Barmak , Alexander Gelfgat , Amos Ullmann , Neima Brauner

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…

Systems and Control · Electrical Eng. & Systems 2024-12-03 Hongrui Lu , Yuxiong Huang , Tong He , Gengfeng Li

The present research is devoted to the problem of stability of the fluid flow moving in a channel with flexible walls and interacting with the walls, which are subject to traveling waves. Experimental data shows that the energy of the…

Fluid Dynamics · Physics 2021-01-01 Marianna A. Shubov , Madeline M. Edwards

In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of…

Optimization and Control · Mathematics 2010-10-27 Dimitris Bertsimas , David B. Brown , Constantine Caramanis

It is nowadays widely acknowledged that optimal structural design should be robust with respect to the uncertainties in loads and material parameters. However, there are several alternatives to consider such uncertainties in structural…

Computational Engineering, Finance, and Science · Computer Science 2022-01-26 Gustavo Assis da Silva , Eduardo Lenz Cardoso , Andre T. Beck

We study a continuous-time expected utility maximization problem in which the investor at maturity receives the value of a contingent claim in addition to the investment payoff from the financial market. The investor knows nothing about the…

Mathematical Finance · Quantitative Finance 2023-07-17 Yunhong Li , Zuo Quan Xu , Xun Yu Zhou

The temporal modal and nonmodal growth of three-dimensional perturbations in the boundary-layer flow over an infinite compliant flat wall is considered. Using a wall-normal velocity/wall-normal vorticity formalism, the dynamic boundary…

Fluid Dynamics · Physics 2022-09-29 M. Malik , Martin Skote , Roland Bouffanais

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

We consider linear programs involving uncertain parameters and propose a new tractable robust counterpart which contains and generalizes several other models including the existing Affinely Adjustable Robust Counterpart and the Fully…

Optimization and Control · Mathematics 2016-04-12 Walid Ben-Ameur , Adam Ouorou , Guanglei Wang , Mateusz Żotkiewicz