Related papers: Utilizing the redundant constraints for the uplift…

We consider large-scale traffic assignment problems and develop a path-based compression framework. In particular, we partition paths into major and minor paths according to a set of nominal flows and a prescribed threshold, and retain the…

A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…

This paper proposes a novel framework to price energy storage in economic dispatch with a social welfare maximization objective. This framework can be utilized by power system operators to generate default bids for storage or to benchmark…

This paper studies nonparametric identification and counterfactual bounds for heterogeneous firms that can be ranked in terms of productivity. Our approach works when quantities and prices are latent, rendering standard approaches…

We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…

Generalized nonlinear programming is considered without any convexity assumption, capturing a variety of problems that include nonsmooth objectives, combinatorial structures, and set-membership nonlinear constraints. We extend the augmented…

Distribution locational marginal pricing (DLMP) can adversely affect users in a grid-constrained transactive distribution system market (DSM) that are at a distance away from the substation, requiring longer paths to connect to the…

This paper finds near equilibrium prices for electricity markets with nonconvexities due to binary variables, in order to reduce the market participants' opportunity costs, such as generators' unrecovered costs. The opportunity cost is…

This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…

Locational Marginal Price (LMP) is a dual variable associated with supply-demand matching and represents the cost of delivering power to a particular location if the load at that location increases. In recent times it become more volatile…

We show that many machine learning goals, such as improved fairness metrics, can be expressed as constraints on the model's predictions, which we call rate constraints. We study the problem of training non-convex models subject to these…

Maintaining system balance becomes increasingly challenging as market design and grid capacity enhancement lag behind the growing share of renewables, requiring greater effort from both the transmission system operator (TSO) and the Balance…

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

The reliable operation of large-scale electric power networks is increasingly challenging, particularly with the integration of stochastic renewable generation. In this work, we address the problem of minimizing network transients by…

We develop two penalty based difference of convex (DC) algorithms for solving chance constrained programs. First, leveraging a rank-based DC decomposition of the chance constraint, we propose a proximal penalty based DC algorithm in the…

We propose a new bundle-based augmented Lagrangian framework for solving constrained convex problems. Unlike the classical (inexact) augmented Lagrangian method (ALM) that has a nested double-loop structure, our framework features a…

With the development of the smart grid concept and the increasing expansion of advanced communication and measurement equipment, consumers can actively participate in the power system operation. The intelligent use of these facilities…

In this paper, we consider a network of agents that jointly aim to minimise the sum of local functions subject to coupling constraints involving all local variables. To solve this problem, we propose a novel solution based on a primal-dual…

We develop a unified ascending-auction framework for computing Walrasian equilibria in combinatorial markets with strong substitutes valuations and piecewise-linear payment functions. Our auction extends the celebrated ascending auctions of…

This paper studies two fundamental problems in power systems: the economic dispatch problem (EDP) and load shedding. For the EDP, an extension of the problem considering the transmission losses is presented. Because the optimization problem…