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Strategic bidding problems in electricity markets are widely studied in power systems, often by formulating complex bi-level optimization problems that are hard to solve. The state-of-the-art approach to solve such problems is to…

Optimization and Control · Mathematics 2016-06-21 Mahdi Ghamkhari , Ashkan Sadeghi-Mobarakeh , Hamed Mohsenian-Rad

This paper presents an alternate choice of computing the convex hulls (CHs) for planar point sets. We firstly discard the interior points and then sort the remaining vertices by x- / y- coordinates separately, and later create a group…

Computational Geometry · Computer Science 2013-09-02 Gang Mei , John C. Tipper , Nengxiong Xu

This paper considers weighted sum rate maximization of multiuser multiple-input single-output interference channel (MISO-IFC) under outage constraints. The outage-constrained weighted sum rate maximization problem is a nonconvex…

Information Theory · Computer Science 2010-10-25 Wei-Chiang Li , Tsung-Hui Chang , Che Lin , Chong-Yung Chi

Many combinatorial optimization problems (COPs) are naturally expressed using variables that take on more than two discrete values. To solve such problems using Ising machines (IMs) - specialized analog or digital devices designed to solve…

Statistical Mechanics · Physics 2025-08-06 Robbe De Prins , Guy Van der Sande , Peter Bienstman , Thomas Van Vaerenbergh

We develop here a computationally effective approach for producing high-quality $\mathcal{H}_\infty$-approximations to large scale linear dynamical systems having multiple inputs and multiple outputs (MIMO). We extend an approach for…

Numerical Analysis · Mathematics 2017-09-22 Alessandro Castagnotto , Christopher Beattie , Serkan Gugercin

We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…

Systems and Control · Electrical Eng. & Systems 2020-07-31 James Melbourne , Govind Saraswat , Vivek Khatana , Sourav Patel , Murti V. Salapaka

This paper investigates multiuser multi-input single-output (MISO) downlink communications assisted by a self-sustainable intelligent reflection surface (IRS), which can harvest power from the received signals. We study the joint design of…

Signal Processing · Electrical Eng. & Systems 2020-05-26 Shaokang Hu , Zhiqiang Wei , Yuanxin Cai , Derrick Wing Kwan Ng , Jinhong Yuan

The Newton-Schulz (NS) iteration has become a key technique for orthogonalization in optimizers such as Muon and for optimization on the Stiefel manifold. Despite its effectiveness, the conventional NS iteration incurs significant…

Machine Learning · Computer Science 2026-03-23 Chen Hu , Qianxi Zhao , Xiaochen Yuan , Hong Zhang , Ding Yuan , Yanbin Wu , Xiying Li

Combinatorial Optimization (CO) addresses many important problems, including the challenging Maximum Independent Set (MIS) problem. Alongside exact and heuristic solvers, differentiable approaches have emerged, often using continuous…

Discrete Mathematics · Computer Science 2025-06-10 Ismail Alkhouri , Cedric Le Denmat , Yingjie Li , Cunxi Yu , Jia Liu , Rongrong Wang , Alvaro Velasquez

The convex hull describes the extent or shape of a set of data and is used ubiquitously in computational geometry. Common algorithms to construct the convex hull on a finite set of n points (x,y) range from O(nlogn) time to O(n) time.…

Computational Geometry · Computer Science 2015-05-06 José O. Cadenas , Graham Megson

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

This paper investigates the system spectral efficiency (SE) in reconfigurable intelligent surface (RIS)-aided multiuser multiple-input single-output (MISO) systems, where RIS can reconfigure the propagation environment via a large number of…

Information Theory · Computer Science 2020-01-31 Yulan Gao , Chao Yong , Zehui Xiong , Dusit Niyato , Yue Xiao , Jun Zhao

Mixed integer set representations, and specifically hybrid zonotopes, have enabled new techniques for reachability and verification of nonlinear and hybrid systems. Mixed-integer sets which have the property that their convex relaxation is…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Jonah J. Glunt , Joshua A. Robbins , Jacob A. Siefert , Daniel Silvestre , Herschel C. Pangborn

Computing the convex hull of a planar $n$-point set $P$ is one of the most fundamental problems in computational geometry. It has an $\Omega(n \log n)$ lower bound in the algebraic computation tree model, and many convex hull algorithms…

An incremental approach for computation of convex hull for data points in two-dimensions is presented. The algorithm is not output-sensitive and costs a time that is linear in the size of data points at input. Graham's scan is applied only…

Computational Geometry · Computer Science 2022-02-11 Debashis Mukherjee

The increase of renewables in the grid and the volatility of the load create uncertainties in the day-ahead prices of electricity markets. Adaptive robust optimization (ARO) and stochastic optimization have been used to make commitment and…

Optimization and Control · Mathematics 2023-09-18 Dimitris Bertsimas , Angelos G. Koulouras

This paper introduces a general framework for iterative optimization algorithms and establishes under general assumptions that their convergence is asymptotically geometric. We also prove that under appropriate assumptions, the rate of…

Machine Learning · Statistics 2023-02-27 Randal Douc , Sylvain Le Corff

We study the mixed-integer quadratic programming formulation of an $n$-period hybrid control problem with a convex quadratic cost function and linear dynamics. We first give the convex hull description of the single-period, two-mode problem…

Optimization and Control · Mathematics 2024-12-17 Jisun Lee , Hyungki Im , Alper Atamtürk

The increasing number of gas-fired units has significantly intensified the coupling between power and gas networks. Traditionally, the nonlinearity and nonconvexity in gas flow equations, together with renewable-induced stochasticity,…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Haizhou Liu , Xinwei Shen , Qinglai Guo , Hongbin Sun , Wenzhi Zhao , Xinyi Zhao

In this paper, we consider the canonical water network design problem, which contains nonconvex potential loss functions and discrete resistance choices with varying costs. Traditionally, to resolve the nonconvexities of this problem,…

Optimization and Control · Mathematics 2020-10-08 Byron Tasseff , Russell Bent , Marina A. Epelman , Donatella Pasqualini , Pascal Van Hentenryck