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This paper considers a security constrained dispatch problem involving generation and line contingencies in the presence of the renewable generation. The uncertainty due to renewables is modeled using joint chance-constraint and the…

Optimization and Control · Mathematics 2022-08-17 Amin Maghami , Evrim Ursavas , Ashish Cherukuri

Fast power system state estimation (SE) solution is of paramount importance for achieving real-time decision making in power grid operations. Semidefinite programming (SDP) reformulation has been shown effective to obtain the global optimum…

Signal Processing · Electrical Eng. & Systems 2019-06-20 Yu Lan , Hao Zhu , Xiaohong Guan

Security-constrained unit commitment with alternating current optimal power flow (SCUC-ACOPF) is a central problem in power grid operations that optimizes commitment and dispatch of generators under a physically accurate power transmission…

Optimization and Control · Mathematics 2025-05-12 Matthew Brun , Thomas Lee , Dirk Lauinger , Xin Chen , Xu Andy Sun

While semidefinite programming (SDP) has traditionally been limited to moderate-sized problems, recent algorithms augmented with matrix sketching techniques have enabled solving larger SDPs. However, these methods achieve scalability at the…

Optimization and Control · Mathematics 2024-02-13 Rico Angell , Andrew McCallum

This paper studies a distributionally robust portfolio optimization model with a cardinality constraint for limiting the number of invested assets. We formulate this model as a mixed-integer semidefinite optimization (MISDO) problem by…

Optimization and Control · Mathematics 2022-12-22 Ken Kobayashi , Yuichi Takano , Kazuhide Nakata

This paper addresses the transmission network expansion planning problem considering storage units under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby short- and long-term…

Optimization and Control · Mathematics 2021-01-19 Álvaro García-Cerezo , Luis Baringo , Raquel García-Bertrand

Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…

Systems and Control · Computer Science 2016-11-17 Tsung-Hui Chang , Angelia Nedić , Anna Scaglione

We consider the problem of look-ahead economic dispatch (LAED) with uncertain renewable energy generation. The goal of this problem is to minimize the cost of conventional energy generation subject to uncertain operational constraints. The…

Optimization and Control · Mathematics 2021-04-22 Bala Kameshwar Poolla , Ashish R. Hota , Saverio Bolognani , Duncan S. Callaway , Ashish Cherukuri

In this paper, we propose iterative inner/outer approximations based on a recent notion of block factor-width-two matrices for solving semidefinite programs (SDPs). Our inner/outer approximating algorithms generate a sequence of upper/lower…

Optimization and Control · Mathematics 2022-09-30 Feng-Yi Liao , Yang Zheng

In this work, we study a single-machine scheduling problem that aims at minimizing the total cost of a schedule subject to start-time dependent costs. This framework naturally captures scenarios where costs fluctuate throughout the day,…

Optimization and Control · Mathematics 2026-04-17 Sofía Rodríguez-Ballesteros , Javier Alcaraz , Laura Anton-Sanchez , Marc Goerigk , Dorothee Henke

To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy raises operational challenges. To ensure the cost-efficient,…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Wei Xie , Yuan Yi , Zhi Zhou , Keqi Wang

Security-Constrained Unit Commitment (SCUC) is one of the most significant problems in secure and optimal operation of modern electricity markets. New sources of uncertainties such as wind speed volatility and price-sensitive loads impose…

Optimization and Control · Mathematics 2017-01-25 Mahdi Mehrtash , Mahdi Raoofat , Mohammad Mohammadi , Mohammad Hossein Zakernejad

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

Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

The deepening penetration of renewable energy is challenging how power system operators cope with the associated variability and uncertainty in the unit commitment problem. Given its computational complexity, several optimization-based…

Systems and Control · Electrical Eng. & Systems 2022-08-26 Mohamed Awadalla , François Bouffard

Due to the established energy production methods contribution to the climate crisis, renewable energy is to replace a substantial part of coal or nuclear plants to prevent greenhouse gases or toxic waste entering the atmosphere. This…

Other Computer Science · Computer Science 2022-04-05 Vincent Meilinger

The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for…

Optimization and Control · Mathematics 2015-07-22 Marco Zugno , Juan M. Morales , Henrik Madsen

Autonomous microgrid planning is a Mixed-Integer Non Convex decision problem that requires to consider investments in both distribution and generation capacity and represents significant computation challenges. We proposed in a previous…

Optimization and Control · Mathematics 2017-03-21 Benoît Martin , François Glineur , Emmanuel De Jaeger

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

Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator RTE dynamically sizes the required margins using a…

Optimization and Control · Mathematics 2024-05-14 Jonathan Dumas
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