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This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

We adopt the perspective of an aggregator, which seeks to coordinate its purchase of demand reductions from a fixed group of residential electricity customers, with its sale of the aggregate demand reduction in a two-settlement wholesale…

Systems and Control · Computer Science 2017-12-29 Kia Khezeli , Eilyan Bitar

Demand response (DR) has been demonstrated to be an effective method for reducing peak load and mitigating uncertainties on both the supply and demand sides of the electricity market. One critical question for DR research is how to…

Machine Learning · Computer Science 2023-06-27 Jun Song , Chaoyue Zhao

The widespread diffusion of distributed energy resources, especially those based on renewable energy, and energy storage devices has deeply modified power systems. As a consequence, demand response, the ability of customers to respond to…

Systems and Control · Electrical Eng. & Systems 2021-04-21 Francesco Conte , Matteo Saviozzi , Samuele Grillo

This paper develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve…

Optimization and Control · Mathematics 2021-11-29 Andrea Simonetto , Emiliano Dall'Anese

We study a scheduling problem arising in demand response management in smart grid. Consumers send in power requests with a flexible feasible time interval during which their requests can be served. The grid controller, upon receiving power…

Data Structures and Algorithms · Computer Science 2017-08-07 Fu-Hong Liu , Hsiang-Hsuan Liu , Prudence W. H. Wong

The flexibility in electricity consumption and production in communities of residential buildings, including those with renewable energy sources and energy storage (a.k.a., prosumers), can effectively be utilized through the advancement of…

Machine Learning · Computer Science 2024-02-22 Aleksei Kychkin , Georgios C. Chasparis

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a…

Information Theory · Computer Science 2016-01-06 Samet Oymak , Benjamin Recht , Mahdi Soltanolkotabi

Energy saving is becoming an important issue in the design and use of computer networks. In this work we propose a problem that considers the use of rate adaptation as the energy saving strategy in networks. The problem is modeled as an…

Networking and Internet Architecture · Computer Science 2013-02-04 Lin Wang , Antonio Fernández Anta , Fa Zhang , Chenying Hou , Zhiyong Liu

We study a demand response problem from utility (also referred to as operator)'s perspective with realistic settings, in which the utility faces uncertainty and limited communication. Specifically, the utility does not know the cost…

Optimization and Control · Mathematics 2017-08-11 Pan Li , Hao Wang , Baosen Zhang

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

This paper presents a capacity-constrained incentive-based demand response approach for residential smart grids. It aims to maintain electricity grid capacity limits and prevent congestion by financially incentivising end users to reduce or…

Machine Learning · Computer Science 2026-02-19 Shafagh Abband Pashaki , Sepehr Maleki , Amir Badiee

In the effort to achieve carbon neutrality through a decentralized electricity market, accurate short-term load forecasting at low aggregation levels has become increasingly crucial for various market participants' strategies. Accurate…

Risk Management · Quantitative Finance 2023-05-17 Jungyeon Park , Estêvão Alvarenga , Jooyoung Jeon , Ran Li , Fotios Petropoulos , Hokyun Kim , Kwangwon Ahn

Aggregations of flexible loads can provide several power system services through demand response programs, for example load shifting and curtailment. The capabilities of demand response should therefore be represented in system operators'…

Optimization and Control · Mathematics 2015-08-27 Suhail Barot , Josh A. Taylor

Peer-to-peer (P2P) energy systems have recently emerged as a promising approach for integrating renewable and distributed energy resources into energy grids to reduce carbon emissions. However, market-clearing energy price and amounts,…

Systems and Control · Electrical Eng. & Systems 2021-11-03 Dinh Hoa Nguyen

Recent studies concerning the point electricity price forecasting have shown evidence that the hourly German Intraday Continuous Market is weak-form efficient. Therefore, we take a novel, advanced approach to the problem. A probabilistic…

Statistical Finance · Quantitative Finance 2021-02-02 Michał Narajewski , Florian Ziel

In this paper, we study the price responsiveness of electricity consumption from empirical commercial and industrial load data obtained from Texas. Employing a dynamical system perspective, we show that price responsive demand can be…

Applications · Statistics 2016-12-16 Jaeyong An , P. R. Kumar , Le Xie

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

Electricity load consumption may be extremely complex in terms of profile patterns, as it depends on a wide range of human factors, and it is often correlated with several exogenous factors, such as the availability of renewable energy and…

Machine Learning · Computer Science 2025-02-03 Aleksei Kychkin , Georgios C. Chasparis

Being able to adjust the demand of electricity can be an effective means for power system operators to compensate fluctuating renewable generation, to avoid grid congestion, and to cope with other contingencies. Electric heating and cooling…

Systems and Control · Computer Science 2018-06-21 Fabian L. Müller , Bernhard Jansen