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This paper considers how to fuse Machine Learning (ML) and optimization to solve large-scale Supply Chain Planning (SCP) optimization problems. These problems can be formulated as MIP models which feature both integer (non-binary) and…

Machine Learning · Computer Science 2025-04-11 Vahid Eghbal Akhlaghi , Reza Zandehshahvar , Pascal Van Hentenryck

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit

Decentralized energy management is of paramount importance in smart microgrids with renewables for various reasons including environmental friendliness, reduced communication overhead, and resilience to failures. In this context, the…

Optimization and Control · Mathematics 2014-01-24 Yu Zhang , Georgios B. Giannakis

Geographic experiments are a widely-used methodology for measuring incremental return on ad spend (iROAS) at scale, yet their design presents significant challenges. The unit count is small, heterogeneity is large, and the optimal Supergeo…

Applications · Statistics 2025-12-01 Charles Shaw

Multi-objective optimization is central to many engineering and machine learning applications, where multiple objectives must be optimized in balance. While multi-gradient based optimization methods combine these objectives in each step,…

Optimization and Control · Mathematics 2026-05-13 Trang H. Tran , Luis Nunes Vicente

This paper introduces a novel decision-focused framework for energy storage arbitrage bidding. Inspired by the bidding process for energy storage in electricity markets, we propose a predict-then-bid end-to-end method incorporating the…

Systems and Control · Electrical Eng. & Systems 2025-05-07 Ming Yi , Yiqian Wu , Saud Alghumayjan , James Anderson , Bolun Xu

Variational quantum algorithms are viewed as promising candidates for demonstrating quantum advantage on near-term devices. These approaches typically involve the training of parameterized quantum circuits through a classical optimization…

The main goal of this paper is to design a market operator (MO) and a distribution network operator (DNO) for a network of microgrids in consideration of multiple objectives. This is a high-level design and only those microgrids with…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Wei-Yu Chiu , Hongjian Sun , H. Vincent Poor

This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…

Optimization and Control · Mathematics 2025-07-30 Nicolò Mazzi , Ken Mckinnon , Hongyu Zhang

Owing to the fluctuant renewable generation and power demand, the energy surplus or deficit in each nanogrid is embodied differently across time. To stimulate local renewable energy consumption and minimize the long-term energy cost, some…

Computer Science and Game Theory · Computer Science 2022-03-02 Jiaxin Cao , Bo Yang , Shanying Zhu , Kai Ma , Xinping Guan

In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…

Optimization and Control · Mathematics 2022-05-23 Shixuan Zhang , Xu Andy Sun

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

Optimization and Control · Mathematics 2023-07-04 Cheng Chen , Ruitao Chen , Tianyou Li , Ruichen Ao , Zaiwen Wen

The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…

Trading and Market Microstructure · Quantitative Finance 2020-04-14 Ioannis Boukas , Damien Ernst , Thibaut Théate , Adrien Bolland , Alexandre Huynen , Martin Buchwald , Christelle Wynants , Bertrand Cornélusse

This paper proposes a strategy to size a grid-connected photovoltaic plant coupled with a battery energy storage device within the \textit{capacity firming} specifications of the French Energy Regulatory Commission. In this context, the…

Optimization and Control · Mathematics 2021-09-01 Jonathan Dumas , Bertrand Cornélusse , Xavier Fettweis , Antonello Giannitrapani , Simone Paoletti , Antonio Vicino

This paper addresses a central challenge of jointly considering shorter-term (e.g. hourly) and longer-term (e.g. yearly) uncertainties in power system planning with increasing penetration of renewable and storage resources. In conventional…

Systems and Control · Electrical Eng. & Systems 2021-09-13 Chao Yan , Xinbo Geng , Zhaohong Bie , Le Xie

The integration of more renewable energy sources into the power system is presenting system operators with various challenges. At the distribution system level, voltage magnitudes that violate operating limits near large photovoltaic…

Optimization and Control · Mathematics 2022-01-05 Sandro Merkli , Roy S. Smith

With the surge of multi- and manycores, much research has focused on algorithms for mapping and scheduling on these complex platforms. Large classes of these algorithms face scalability problems. This is why diverse methods are commonly…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-07-27 Andrés Goens , Sergio Siccha , Jeronimo Castrillon

State-space analysis is widely employed for examining power system dynamics but faces challenges in large-scale power systems integrated with numerous inverter-based resources (IBRs), where the significant increase of system states…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Yao Qin , Yitong Li , Wei Wang , Shaoze Zhou , Zheng Wei , Jinjun Liu

We present a class of simple algorithms that allows to find the reaction path in systems with a complex potential energy landscape. The approach does not need any knowledge on the product state and does not require the calculation of any…

Disordered Systems and Neural Networks · Physics 2018-02-28 Silvia Bonfanti , Walter Kob

This review explores the application of intelligent optimization algorithms to Multi-Objective Optimal Power Flow (MOPF) in enhancing modern power systems. It delves into the challenges posed by the integration of renewables, smart grids,…

Neural and Evolutionary Computing · Computer Science 2024-08-06 Yuyan Li