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This paper investigates the problem of tracking solutions of stochastic optimization problems with time-varying costs that depend on random variables with decision-dependent distributions. In this context, we propose the use of an online…

Optimization and Control · Mathematics 2021-10-29 Killian Wood , Gianluca Bianchin , Emiliano Dall'Anese

Nowadays, the PQ flexibility from the distributed energy resources (DERs) in the high voltage (HV) grids plays a more critical and significant role in grid congestion management in TSO grids. This work proposed a multi-stage deep…

Systems and Control · Electrical Eng. & Systems 2022-12-20 Zhenqi Wang , Sebastian Wende-von Berg , Martin Braun

The trend in the electric power system is to move towards increased amounts of distributed resources which suggests a transition from the current highly centralized to a more distributed control structure. In this paper, we propose a method…

Optimization and Control · Mathematics 2014-10-17 Javad Mohammadi , Soummya Kar , Gabriela Hug

High penetration from volatile renewable energy resources in the grid and the varying nature of loads raise the need for frequent line switching to ensure the efficient operation of electrical distribution networks. Operators must ensure…

Systems and Control · Electrical Eng. & Systems 2024-11-19 Richard Asiamah , Yuqi Zhou , Ahmed S. Zamzam

Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…

Machine Learning · Statistics 2024-04-02 Qi Zhang , Yi Zhou , Ashley Prater-Bennette , Lixin Shen , Shaofeng Zou

We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum $\sum_{i=1}^{m}f_i(z)$ of functions over in a network. We provide complexity bounds for four different…

Optimization and Control · Mathematics 2020-03-17 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We propose a new and generic approach for detecting multiple change-points in dynamic networks with Markov formation, termed random interval distillation (RID). By collecting random intervals with sufficient strength of signals and…

Methodology · Statistics 2024-10-29 Xinyuan Fan , Weichi Wu

In this paper, we consider a chance-constrained formulation of the optimal power flow problem to handle uncertainties resulting from renewable generation and load variability. We propose a tuning method that iterates between solving an…

Optimization and Control · Mathematics 2020-05-28 Ashley M. Hou , Line A. Roald

In this paper, we adopt a probability distribution estimation perspective to explore the optimization mechanisms of supervised classification using deep neural networks. We demonstrate that, when employing the Fenchel-Young loss, despite…

Machine Learning · Computer Science 2025-04-01 Binchuan Qi , Wei Gong , Li Li

Optimal power flow (OPF) is considered for microgrids, with the objective of minimizing either the power distribution losses, or, the cost of power drawn from the substation and supplied by distributed generation (DG) units, while effecting…

Optimization and Control · Mathematics 2016-11-17 Emiliano Dall'Anese , Hao Zhu , Georgios B. Giannakis

Heuristic algorithms have shown a good ability to solve a variety of optimization problems. Stockpile blending problem as an important component of the mine scheduling problem is an optimization problem with continuous search space…

Neural and Evolutionary Computing · Computer Science 2021-02-11 Yue Xie , Aneta Neumann , Frank Neumann

There is increasing evidence suggesting neural networks' sensitivity to distribution shifts, so that research on out-of-distribution (OOD) generalization comes into the spotlight. Nonetheless, current endeavors mostly focus on Euclidean…

Machine Learning · Computer Science 2024-08-19 Qitian Wu , Hengrui Zhang , Junchi Yan , David Wipf

We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…

Optimization and Control · Mathematics 2026-05-27 Zusen Xu , Jia-Jie Zhu

This paper formulates a chance-constrained optimal distribution network partitioning (ODNP) problem addressing uncertainties in load and renewable energy generation; and presents a solution methodology using sample average approximation…

Systems and Control · Electrical Eng. & Systems 2020-09-09 Shuchismita Biswas , Manish K. Singh , Virgilio Centeno

In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type approach and an on-line approach following algorithms recently…

Statistics Theory · Mathematics 2018-01-30 Ana Karina Fermin , Carenne Ludeña

We combine the power flow model with the proportionally fair optimization criterion to study the control of congestion within a distribution electric grid network. The form of the mathematical optimization problem is a convex second order…

Optimization and Control · Mathematics 2018-10-04 Miroslav Gardlo , Ľuboš Buzna , Rui Carvalho , Richard Gibbens , Frank Kelly

This paper considers the problem of minimizing the time average of a controlled stochastic process subject to multiple time average constraints on other related processes. The probability distribution of the random events in the system is…

Optimization and Control · Mathematics 2016-12-20 Xiaohan Wei , Hao Yu , Michael J. Neely

In sampling theory, stratification corresponds to a technique used in surveys, which allows segmenting a population into homogeneous subpopulations (strata) to produce statistics with a higher level of precision. In particular, this article…

Methodology · Statistics 2022-11-22 José Brito , Gustavo Semaan , Leonardo de Lima , Augusto Fadel

As the penetration level of transmission-scale time-intermittent renewable generation resources increases, control of flexible resources will become important to mitigating the fluctuations due to these new renewable resources. Flexible…

Optimization and Control · Mathematics 2011-07-11 Krishnamurthy Dvijotham , Scott Backhaus , Misha Chertkov

Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…

Optimization and Control · Mathematics 2020-12-07 Zhe Zhang , Shabbir Ahmed , Guanghui Lan
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