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Efficiently accommodating uncertain renewable resources in wholesale electricity markets is among the foremost priorities of market regulators in the US, UK and EU nations. However, existing deterministic market designs fail to internalize…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Yury Dvorkin

In this paper, we develop a two-stage data-driven approach to address the adjustable robust optimization problem, where the uncertainty set is adjustable to manage infeasibility caused by significant or poorly quantified uncertainties. In…

Optimization and Control · Mathematics 2025-05-29 Xiaoxing Ren , Alessio Moreschini , Zhongda Chu , Yulong Gao , Thomas Parisini

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

This paper presents a scalable method for improving the solutions of AC Optimal Power Flow (AC OPF) with respect to deviations in predicted power injections from wind and other uncertain generation resources. The focus of the paper is on…

Systems and Control · Computer Science 2019-01-10 Miles Lubin , Yury Dvorkin , Line Roald

E-powertrain of future electric vehicles could consist of energy generation units (e.g., fuel cells and photovoltaic modules), energy storage systems (e.g., batteries and supercapacitors), energy conversion units (e.g., bidirectional DC/DC…

Optimization and Control · Mathematics 2020-12-09 Erfan Mohagheghi , Joan Gubianes Gasso , Abebe Geletu , Pu Li

Addressing the uncertainty introduced by increasing renewable integration is crucial for secure power system operation, yet capturing it while preserving the full nonlinear physics of the grid remains a significant challenge. This paper…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Ghulam Mohy-ud-din , Yunqi Wang , Rahmat Heidari , Frederik Geth

Deregulated energy markets, demand forecasting, and the continuously increasing share of renewable energy sources call---among others---for a structured consideration of uncertainties in optimal power flow problems. The main challenge is to…

Optimization and Control · Mathematics 2018-08-24 Tillmann Mühlpfordt , Timm Faulwasser , Veit Hagenmeyer

The non-convexity and intractability of distributionally robust chance constraints make them challenging to cope with. From a data-driven perspective, we propose formulating it as a robust optimization problem to ensure that the…

Optimization and Control · Mathematics 2023-06-23 Zhiping Chen , Wentao Ma , Bingbing Ji

Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…

Optimization and Control · Mathematics 2023-09-27 Xiankun Yan , Anh Viet Do , Feng Shi , Xiaoyu Qin , Frank Neumann

This paper studies the behavior of a strategic aggregator offering regulation capacity on behalf of a group of distributed energy resources (DERs, e.g. plug-in electric vehicles) in a power market. Our objective is to maximize the…

Optimization and Control · Mathematics 2017-08-18 Hongcai Zhang , Zechun Hu , Eric Munsing , Scott J. Moura , Yonghua Song

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

We consider the problem of analyzing the probabilistic performance of first-order methods when solving convex optimization problems drawn from an unknown distribution only accessible through samples. By combining performance estimation…

Optimization and Control · Mathematics 2025-12-11 Jisun Park , Vinit Ranjan , Bartolomeo Stellato

This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…

Optimization and Control · Mathematics 2021-05-03 Dan Li , Dariush Fooladivanda , Sonia Martinez

The uncertainty of multiple power loads and renewable energy generations (PLREG) in power systems increases the complexity of power flow analysis for decision-makers. The chance-constrained method can be applied to model the optimization…

Optimization and Control · Mathematics 2021-11-12 Ren Hu , Qifeng Li

We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…

Optimization and Control · Mathematics 2018-10-11 Ashish R. Hota , Ashish Cherukuri , John Lygeros

In this paper, an optimization problem with uncertain constraint coefficients is considered. Possibility theory is used to model the uncertainty. Namely, a joint possibility distribution in constraint coefficient realizations, called…

Optimization and Control · Mathematics 2023-09-07 Romain Guillaume , Adam Kasperski , Pawel Zielinski

We study quasi-convex optimization problems, where only a subset of the constraints can be sampled, and yet one would like a probabilistic guarantee on the obtained solution with respect to the initial (unknown) optimization problem. Even…

Optimization and Control · Mathematics 2021-01-06 Guillaume O. Berger , Raphaël M. Jungers , Zheming Wang

The growing amount of fluctuating renewable infeeds and market liberalization increases uncertainty in power system operation. To capture the influence of fluctuations in operational planning, we model the forecast errors of the uncertain…

Optimization and Control · Mathematics 2015-08-26 Line Roald , Frauke Oldewurtel , Bart Van Parys , Göran Andersson

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

In this paper, we consider a chance-constrained formulation of the optimal power flow problem to handle uncertainties resulting from renewable generation and load variability. We propose a tuning method that iterates between solving an…

Optimization and Control · Mathematics 2020-05-28 Ashley M. Hou , Line A. Roald