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We consider a microgrid where different prosumers exchange energy altogether by the edges of a given network. Each prosumer is located to a node of the network and encompasses energy consumption, energy production and storage capacities…

Optimization and Control · Mathematics 2019-12-24 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

Randomized numerical linear algebra is proved to bridge theoretical advancements to offer scalable solutions for approximating tensor decomposition. This paper introduces fast randomized algorithms for solving the fixed Tucker-rank problem…

Numerical Analysis · Mathematics 2025-06-06 Maolin Che , Yimin Wei , Chong Wu , Hong Yan

This paper presents key enhancements to our previous work~\cite{naghmouchi2024mixed} on a hybrid Benders decomposition (HBD) framework for solving mixed integer linear programs (MILPs). In our approach, the master problem is reformulated as…

Quantum Physics · Physics 2026-01-23 Anna Joliot , M. Yassine Naghmouchi , Wesley Coelho

The reduced level of system inertia in low-carbon power grids increases the need for alternative frequency services. However, simultaneously optimising the provision of these services in the scheduling process, subject to significant…

Optimization and Control · Mathematics 2021-01-20 Luis Badesa , Fei Teng , Goran Strbac

In this article, an efficient sequential linear programming algorithm (SLP) for uncertainty analysis-based data-driven computational mechanics (UA-DDCM) is presented. By assuming that the uncertain constitutive relationship embedded behind…

Optimization and Control · Mathematics 2022-11-09 Mengcheng Huang , Chang Liu , Zongliang Du , Shan Tang , Xu Guo

Higher-order tensors have received increased attention across science and engineering. While most tensor decomposition methods are developed for a single tensor observation, scientific studies often collect side information, in the form of…

Methodology · Statistics 2021-10-29 Jiaxin Hu , Chanwoo Lee , Miaoyan Wang

Unit Commitment (UC) and Optimal Power Flow (OPF) are two fundamental problems in short-term electric power systems planning that are traditionally solved sequentially. The state-of-the-art mostly uses a direct current flow approximation of…

Optimization and Control · Mathematics 2026-01-22 Deniz Tuncer , Burak Kocuk

Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…

Artificial Intelligence · Computer Science 2019-02-28 Quentin Cappart , Emmanuel Goutierre , David Bergman , Louis-Martin Rousseau

The p-median problem is a classic discrete location problem with several applications. It aims to open p sites while minimizing the sum of the distances of each client to its nearest open site. We study a Benders decomposition of the most…

Optimization and Control · Mathematics 2021-12-10 Cristian Durán Mateluna , Zacharie Alès , Sourour Elloumi

This paper introduces D2-UC, a quantum-ready framework for the unit commitment (UC) problem that prepares UC for near-term hybrid quantum-classical solvers by combining distributed classical decomposition with distributed quantum execution.…

Quantum Physics · Physics 2025-11-06 Milad Hasanzadeh , Amin Kargarian

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Optimally operating an integrated electricity-gas system (IEGS) is significant for the energy sector. However, the IEGS operation model's nonconvexity makes it challenging to solve the optimal dispatch problem in the IEGS. This letter…

Optimization and Control · Mathematics 2020-12-08 Han Gao , Zhengshuo Li

In this paper, the Unit Commitment (UC) problem in a power network with low levels of rotational inertia is studied. Frequency-related constraints, namely the limitation on Rate-of-Change-of-Frequency (RoCoF), frequency nadir and…

Optimization and Control · Mathematics 2019-04-08 Matthieu Paturet , Uros Markovic , Stefanos Delikaraoglou , Evangelos Vrettos , Petros Aristidou , Gabriela Hug

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…

Numerical Analysis · Computer Science 2017-03-17 Mostafa Rahmani , George Atia

Currently, progressively larger deep neural networks are trained on ever growing data corpora. As this trend is only going to increase in the future, distributed training schemes are becoming increasingly relevant. A major issue in…

Machine Learning · Computer Science 2018-05-23 Felix Sattler , Simon Wiedemann , Klaus-Robert Müller , Wojciech Samek

We propose a novel global solution algorithm for the network-constrained unit commitment problem incorporating a nonlinear alternating current model of the transmission network, which is a nonconvex mixed-integer nonlinear programming…

Optimization and Control · Mathematics 2018-11-27 Jianfeng Liu , Anya Castillo , Jean-Paul Watson , Carl D. Laird

In an attempt to speed up the solution of the unit commitment (UC) problem, both machine-learning and optimization-based methods have been proposed to lighten the full UC formulation by removing as many superfluous line-flow constraints as…

Optimization and Control · Mathematics 2022-03-15 Álvaro Porras , Salvador Pineda , Juan M. Morales , Asunción Jiménez-Cordero

We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…

Optimization and Control · Mathematics 2017-05-26 Vincent Guigues

We propose an enhancement to Benders decomposition (BD) that generates valid inequalities for the convex hull of the Benders reformulation, addressing the limitation that classical BD cuts are typically tight only for the continuous…

Optimization and Control · Mathematics 2026-05-19 Kaiwen Fang , Inho Sin , Geunyeong Byeon

Multi-party collaborative training, such as distributed learning and federated learning, is used to address the big data challenges. However, traditional multi-party collaborative training algorithms were mainly designed for balanced data…

Machine Learning · Computer Science 2023-08-08 Xidong Wu , Zhengmian Hu , Jian Pei , Heng Huang
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