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Capacity expansion planning under uncertainty requires selecting a scenario count and representative operational horizon to estimate average production costs. Small choices risk unreliable plans, while large choices become intractable. We…

Optimization and Control · Mathematics 2026-03-17 Taehyeon Kwon , Anirudh Subramanyam

In the present paper, several types of efficiency conditions are established for vector optimization problems with cone constraints affected by uncertainty, but with no information of stochastic nature about the uncertain data. Following a…

Optimization and Control · Mathematics 2021-02-01 Amos Uderzo

In this paper we propose a novel adaptive online optimization algorithm tailored to the management of microgrids with high renewable energy penetration, which can be formulated as a constrained, online optimization problem. The proposed…

Optimization and Control · Mathematics 2025-12-05 Wouter J. A. van Weerelt , Angela Fontan , Nicola Bastianello

We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…

Optimization and Control · Mathematics 2017-05-24 Kostas Margellos , Alessandro Falsone , Simone Garatti , Maria Prandini

This paper studies the robust co-planning of proactive network hardening and mobile hydrogen energy resources (MHERs) scheduling, which is to enhance the resilience of power distribution network (PDN) against the disastrous events. A…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Donglai Ma , Xiaoyu Cao , Bo Zeng , Chen Chen , Qiaozhu Zhai , Qing-Shan Jia , Xiaohong Guan

Robust optimization (RO) provides a principled framework for decision-making under uncertainty, but its performance critically depends on the choice of the uncertainty set. While large sets ensure reliability, they often lead to overly…

Machine Learning · Computer Science 2026-05-15 Shuyi Chen , Wenbin Zhou , Shixiang Zhu

Mixed-Integer Second-Order Cone Programs (MISOCPs) form a nice class of mixed-inter convex programs, which can be solved very efficiently due to the recent advances in optimization solvers. Our paper bridges the gap between modeling a class…

Optimization and Control · Mathematics 2022-06-22 Amir Ahmadi-Javid , Pooya Hoseinpour

Real-world three-phase microgrids face two interconnected challenges: 1. time-varying uncertainty from renewable generation and demand, and 2. persistent phase imbalances caused by uneven distributed energy resources DERs, load asymmetries,…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Pablo Cortés , Alejandra Tabares , Fredy Franco

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

We reformulate the problem of modularity maximization over the set of partitions of a network as a conic optimization problem over the completely positive cone, converting it from a combinatorial optimization problem to a convex continuous…

Data Analysis, Statistics and Probability · Physics 2008-12-18 Roland Hildebrand

We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…

Optimization and Control · Mathematics 2021-04-27 Jose Blanchet , Karthyek Murthy , Fan Zhang

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

There has been a significant growth of variable renewable generation in the power grid today. However, the industry still uses deterministic optimization to model and solve the optimal power flow (OPF) problem for real-time generation…

Optimization and Control · Mathematics 2019-12-02 Xingpeng Li , Qianxue Xia

Existing approaches to online convex optimization (OCO) make sequential one-slot-ahead decisions, which lead to (possibly adversarial) losses that drive subsequent decision iterates. Their performance is evaluated by the so-called regret…

Systems and Control · Computer Science 2017-11-22 Tianyi Chen , Qing Ling , Georgios B. Giannakis

Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…

Optimization and Control · Mathematics 2022-08-24 Phebe Vayanos , Angelos Georghiou , Han Yu

Optimization models have been broadly used within side the energy industry as useful decision-making systems for scheduling and dispatching electric powered energy resources; this is applied in a system called unit commitment (UC). Unit…

Optimization and Control · Mathematics 2022-04-01 Angel Zambrano

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

Data Structures and Algorithms · Computer Science 2026-05-19 Negin Golrezaei , Patrick Jaillet , Zijie Zhou

In robust optimization one seeks to make a decision under uncertainty, where the goal is to find the solution with the best worst-case performance. The set of possible realizations of the uncertain data is described by a so-called…

Optimization and Control · Mathematics 2022-01-25 Immanuel Bomze , Markus Gabl

One of the most common control decisions faced by power system operators is the question of how to dispatch generation to meet demand for power. This is a complex optimization problem that includes many nonlinear, non convex constraints as…

Optimization and Control · Mathematics 2013-06-14 Russell Bent , Daniel Bienstock , Michael Chertkov

In scenarios where high penetration of renewable energy sources (RES) is connected to the grid over long distances, the output of RES exhibits significant fluctuations, making it difficult to accurately characterize. The intermittency and…

Optimization and Control · Mathematics 2025-02-27 Yuhong Wang , Xinyao Wang , Chen Shen , Jianquan Liao , Qianni Cao , Yufei Teng , Huabo Shi , Gang Chen
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