Related papers: A Low-Rank Rounding Heuristic for Semidefinite Rel…
Unit Commitment (UC) and Optimal Power Flow (OPF) are two fundamental problems in short-term electric power systems planning that are traditionally solved sequentially. The state-of-the-art mostly uses a direct current flow approximation of…
In the usual framework of control, a reference trajectory is needed as the set point for a feedback controller. This reference trajectory can be generated by solving a trajectory optimization problem. This problem is a continuous optimal…
This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…
Radiotherapy planning naturally leads to a multi-criteria optimization problem which is subject to different sources of uncertainty. In order to find the desired treatment plan, a decision maker must balance these objectives as well as the…
Applications such as megaregional planning require efficient methods for solving traffic assignment problems (TAPs) on large-scale networks. We propose a decomposition heuristic that generates approximate TAP solutions by partitioning the…
Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…
In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…
Single-level reformulations of (non-convex) distributionally robust optimization (DRO) problems are often intractable, as they contain semiinfinite dual constraints. Based on such a semiinfinite reformulation, we present a safe…
This paper concerns with a noisy structured low-rank matrix recovery problem which can be modeled as a structured rank minimization problem. We reformulate this problem as a mathematical program with a generalized complementarity constraint…
We present an approximate method for solving nonlinear control problems over long time horizons, in which the full nonlinear model is preserved over an initial part of the horizon, while the remainder of the horizon is modeled using a…
In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…
This paper proposes a unit commitment (UC) model based on data-driven Wasserstein distributionally robust optimization (WDRO) for power systems under uncertainty of renewable generation as well as its tractable exact reformulation. The…
We approach the Max-3-Cut problem through the lens of maximizing complex-valued quadratic forms and demonstrate that low-rank structure in the objective matrix can be exploited, leading to alternative algorithms to classical semidefinite…
We propose a resource-constrained heuristic for instances of Max-SAT that iteratively decomposes a larger problem into smaller subcomponents that can be solved by optimized solvers and hardware. The unconstrained outer loop maintains the…
This letter concerns the power allocation across the multiple transmission rounds under the Incremental Redundancy Hybrid Automatic Repeat reQuest (IR-HARQ) policy, in pursuit of an energy-efficient way of fulfilling the outage probability…
Quadratic assignment problem is one of the great challenges in combinatorial optimization. It has many applications in Operations research and Computer Science. In this paper, the author extends the most-used rounding approach to a…
Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities inherent in real-world systems including water, energy,…
In this paper, we study the generalized problem that minimizes or maximizes a multi-order complex quadratic form with constant-modulus constraints on all elements of its optimization variable. Such a mathematical problem is commonly…
Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…
An optimization procedure for multi-transmitter (MISO) wireless power transfer (WPT) systems based on tight semidefinite relaxation (SDR) is presented. This method ensures physical realizability of MISO WPT systems designed via convex…