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We propose an approach based on machine learning to solve two-stage linear adaptive robust optimization (ARO) problems with binary here-and-now variables and polyhedral uncertainty sets. We encode the optimal here-and-now decisions, the…

Machine Learning · Computer Science 2026-04-21 Dimitris Bertsimas , Cheol Woo Kim

This paper proposes a Clustered Unit Commitment (CUC) formulation to accurately model flexibility requirements such as ramping, reserve, and startup/shutdown constraints. The CUC is commonly applied in large and long-term planning models to…

Optimization and Control · Mathematics 2019-06-21 German Morales-Espana , Diego A. Tejada-Arango

The increasing penetration of renewable energy sources introduces significant uncertainty in power system operations, making traditional deterministic unit commitment approaches computationally expensive. This paper presents a machine…

Systems and Control · Electrical Eng. & Systems 2025-09-15 Amir Bahador Javadi , Amin Kargarian , Mort Naraghi-Pour

The deepening of the penetration of renewable energy is challenging how power system operators cope with their associated variability and uncertainty. The inherent flexibility of dispathchable assets present in power systems, which is often…

Optimization and Control · Mathematics 2024-08-19 Mohamed Awadalla , François Bouffard

The paper proposes a computationally efficient electricity market simulation tool (MST) suitable for future grid scenario analysis. The market model is based on a unit commitment (UC) problem and takes into account the uptake of emerging…

Optimization and Control · Mathematics 2017-06-13 Shariq Riaz , Gregor Verbic , Archie C. Chapman

Model Predictive Control (MPC) is widely recognized for its ability to explicitly handle system constraints. In practice, system states are often affected by disturbances with unknown distributions. While robust MPC guarantees constraint…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Weijiang Zheng , Jiayi Huang , Bing Zhu

Safety-critical perception systems require both reliable uncertainty quantification and principled abstention mechanisms to maintain safety under diverse operational conditions. We present a novel dual-threshold conformalization framework…

Robotics · Computer Science 2025-09-23 Divake Kumar , Nastaran Darabi , Sina Tayebati , Amit Ranjan Trivedi

Time-series information needs to be incorporated into energy system optimization to account for the uncertainty of renewable energy sources. Typically, time-series aggregation methods are used to reduce historical data to a few…

Optimization and Control · Mathematics 2025-05-22 Moritz Wedemeyer , Eike Cramer , Alexander Mitsos , Manuel Dahmen

With uncertain injections from Renewable Energy Sources (RESs) and loads, deterministic AC Optimal Power Flow (OPF) often fails to provide optimal setpoints of conventional generators. A computationally time-efficient, economical, and…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Anamika Tiwari , Abheejeet Mohapatra , Soumya Ranjan Sahoo

Demand response (DR) is a cost-effective and environmentally friendly approach for mitigating the uncertainties in renewable energy integration by taking advantage of the flexibility of customers' demands. However, existing DR programs…

Optimization and Control · Mathematics 2017-05-11 Joshua Comden , Zhenhua Liu , Yue Zhao

This paper deals with a robust recoverable approach to 0-1 programming problems. It is assumed that a solution constructed in the first stage can be modified to some extent in the second stage. This modification consists in choosing a…

Data Structures and Algorithms · Computer Science 2018-11-19 Mmikita Hradovich , Adam Kasperski , Pawel Zielinski

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg

The increasing penetration of renewable energy sources introduces significant challenges to power grid stability, primarily due to their inherent variability. A new opportunity for grid operation is the smart integration of electricity…

Optimization and Control · Mathematics 2025-10-30 Janik Pinter , Frederik Zahn , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer

Pumped storage hydro units (PSHU) are great sources of flexibility in power systems. This is especially valuable in modern systems with increasing shares of intermittent renewable resources. However, the flexibility from PSHUs, particularly…

Systems and Control · Electrical Eng. & Systems 2023-04-11 Bing Huang , Arezou Ghesmati , Yonghong Chen , Ross Baldick

In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…

Optimization and Control · Mathematics 2023-01-05 Olga Kuryatnikova , Bissan Ghaddar , Daniel K. Molzahn

We consider a network design and expansion problem, where we need to make a capacity investment now, such that uncertain future demand can be satisfied as closely as possible. To use a robust optimization approach, we need to construct an…

Optimization and Control · Mathematics 2021-03-03 Francis Garuba , Marc Goerigk , Peter Jacko

We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional…

Optimization and Control · Mathematics 2018-07-31 Anirudh Subramanyam , Chrysanthos E. Gounaris , Wolfram Wiesemann

Active distribution system with high penetration of inverter based distributed energy resources (DER) can be utilized for VAR-related ancillary services. To utilize the DER flexibility, transmission system operator (TSO) must be presented…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Aditya Shankar Kar , Kiran Kumar Challa , Alok Kumar Bharati , Ankit Singhal , Venkataramana Ajjarapu

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…

Optimization and Control · Mathematics 2020-04-10 Trivikram Dokka , Francis Garuba , Marc Goerigk , Peter Jacko

Uncertainties from deepening penetration of renewable energy resources have posed critical challenges to the secure and reliable operations of future electric grids. Among various approaches for decision making in uncertain environments,…

Optimization and Control · Mathematics 2019-04-16 Xinbo Geng , Le Xie