Related papers: Guaranteeing a physically realizable battery dispa…
An iterative optimization approach that simultaneously minimizes the energy and optimizes the Lagrange multipliers enforcing desired constraints is presented. The method is tested on previously established benchmark systems and it is proved…
This work presents a general framework for the operationally driven optimal siting and sizing of battery energy storage systems in power transmission networks, aimed at enhancing their resource adequacy. The approach considers multi-period…
With the recent success of representation learning methods, which includes deep learning as a special case, there has been considerable interest in developing representation learning techniques that can incorporate known physical…
In this paper, we propose a novel method for matrix completion under general non-uniform missing structures. By controlling an upper bound of a novel balancing error, we construct weights that can actively adjust for the non-uniformity in…
The concept of dispatchable region plays a pivotal role in quantifying the capacity of power systems to accommodate renewable generation. In this paper, we extend the previous approximations of the dispatchable regions on direct current…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…
In this work, we present an algorithmically tractable safe approximation of distributionally robust optimization (DRO) problems that contain univariate indicator functions. The latter appear in different applications, but render the model…
Inverse problems are ubiquitous in science and engineering. Many of these are naturally formulated as a PDE-constrained optimization problem. These non-linear, large-scale, constrained optimization problems know many challenges, of which…
Large-scale integration of electric vehicles (EVs) leads to a tighter integration between transportation and electric energy systems. In this paper, we develop a novel integer-clustering approach to model a large number of EVs that manages…
A standard operational requirement in power systems is that the voltage magnitudes lie within prespecified bounds. Conventional engineering wisdom suggests that such a tightly-regulated profile, imposed for system design purposes and good…
Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitment (UC) problem in electricity markets, where costly…
Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight…
One of the major limitations for the employment of model-based planning and scheduling in practical applications is the need of costly re-planning when an incongruence between the observed reality and the formal model is encountered during…
We present a novel direct transcription method to solve optimization problems subject to nonlinear differential and inequality constraints. We prove convergence of our numerical method under reasonably mild assumptions: boundedness and…
This paper presents a computationally efficient optimization algorithm for solving nonconvex optimal control problems that involve discrete logic constraints. Traditional solution methods for these constraints require binary variables and…
In this paper we consider non-smooth convex optimization problems with (possibly) infinite intersection of constraints. In contrast to the classical approach, where the constraints are usually represented as intersection of simple sets,…
In this paper we study the optimality of the certainty equivalence approximation in robust finite-horizon optimization problems with expected cost. We provide an algorithm for determining the subset of the state-space for which the…
This paper addresses the challenge of accommodating nonlinear dynamics and constraints in rapid trajectory optimization, envisioned for use in the context of onboard guidance. We present a novel framework that uniquely employs…
In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…