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We pose the aggregator's problem as a bilevel model, where the upper level minimizes the total operation costs of the fleet of EVs, while each lower level minimizes the energy available to each vehicle for transportation given a certain…

Systems and Control · Electrical Eng. & Systems 2020-09-28 Álvaro Porras , Ricardo Fernández-Blanco , Juan Miguel Morales , Salvador Pineda

In this paper, we consider solving a composite optimization problem with coupling constraints in a multi-agent network based on proximal gradient method. In this problem, all the agents jointly minimize the sum of individual cost functions…

Optimization and Control · Mathematics 2021-08-30 Jianzheng Wang , Guoqiang Hu

To realize the safe, economical and low-carbon operation of the pelagic island microgrid group, this paper develops a bi-level energy management framework in a joint energy-reserve market where the microgrid group (MG) operator and…

Optimization and Control · Mathematics 2023-11-28 Jichen Zhang , Xuan Wei , Yinliang Xu

Bilevel optimization has been successfully applied to many important machine learning problems. Algorithms for solving bilevel optimization have been studied under various settings. In this paper, we study the nonconvex-strongly-convex…

Optimization and Control · Mathematics 2022-06-14 Xuxing Chen , Minhui Huang , Shiqian Ma

In this paper, we propose a two-stage electricity market framework to explore the participation of distributed energy resources (DERs) in a day-ahead (DA) market and a real-time (RT) market. The objective is to determine the optimal bidding…

Optimization and Control · Mathematics 2022-08-30 Yi Guo , Xuejiao Han , Xinyang Zhou , Gabriela Hug

In this paper, we consider a future electricity market consisting of aggregated energy prosumers, who are equipped with local wind power plants (WPPs) to support (part of) their energy demands and can also trade energy with day-ahead market…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Jianzheng Wang , Guoqiang Hu

This paper considers a bi-level discrete-time control framework with real-time constraints, consisting of several local controllers and a central controller. The objective is to bridge the gap between the online convex optimization and…

Optimization and Control · Mathematics 2017-02-21 Andrey Bernstein

We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…

Computational Engineering, Finance, and Science · Computer Science 2022-06-28 Ryan J. Kinnear , Ravi R. Mazumdar , Peter Marbach

The implementation of electricity markets based on locational marginal pricing in a multi-settlement process has allowed wholesale competition, with pricing mechanisms that incentivize the optimal allocation of generation, transmission, and…

Systems and Control · Electrical Eng. & Systems 2020-12-29 Veronica R. Bosquezfoti , Andrew L. Liu

Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…

Optimization and Control · Mathematics 2025-11-25 Ajay Tak , Mayank Baranwal

We consider a wireless network where multiple energy harvesting transmitters communicate with the common receiver in a time sharing manner. In each slot, a transmitter can either harvest energy or send its data to the receiver. Given a time…

Information Theory · Computer Science 2018-05-01 Kalpant Pathak , Sanket S. Kalamkar , Adrish Banerjee

We present an approach to solve the nonconvex optimization problem that arises when designing the transmit covariance matrices in multiuser multiple-input multiple-output (MIMO) broadcast networks implementing simultaneous wireless…

Information Theory · Computer Science 2016-04-05 Javier Rubio , Antonio Pascual-Iserte , Daniel P. Palomar , Andrea Goldsmith

Automated market makers with concentrated liquidity capabilities are programmable at the tick level. The maximization of earned fees, plus depreciated reserves, is a convex optimization problem whose vector solution gives the best provision…

Portfolio Management · Quantitative Finance 2024-05-30 Corinne Powers

This paper proposes a novel single-level robust mathematical approach to model the RES-only Virtual Power Plant (RVPP) bidding problem in the simultaneous Day Ahead Market (DAM) and Secondary Reserve Market (SRM). The worst-case profit of…

Systems and Control · Electrical Eng. & Systems 2024-03-06 Hadi Nemati , Pedro Sánchez-Martín , Ana Baringo , Álvaro Ortega

In recent advances in solving the problem of transmission network expansion planning, the use of robust optimization techniques has been put forward, as an alternative to stochastic mathematical programming methods, to make the problem…

Computational Engineering, Finance, and Science · Computer Science 2016-09-28 Roberto Minguez , Raquel Garcia-Bertrand

This paper presents a comprehensive review of techniques proposed in the literature for solving bilevel optimization problems encountered in various real-life applications. Bilevel optimization is an appropriate choice for hierarchical…

Optimization and Control · Mathematics 2025-11-06 Dhaval Pujara , Ankur Sinha

Bilevel Optimization has experienced significant advancements recently with the introduction of new efficient algorithms. Mirroring the success in single-level optimization, stochastic gradient-based algorithms are widely used in bilevel…

Optimization and Control · Mathematics 2024-11-12 Junyi Li , Heng Huang

Electric vehicle (EV) fleets are expected to become an increasingly important source of flexibility for power system operations. However, accurately capturing the flexibility potential of numerous and heterogeneous EVs remains a significant…

Optimization and Control · Mathematics 2025-10-13 Philipp Härtel , Michael von Bonin

Motivated by emerging applications in wireless sensor networks and large-scale data processing, we consider distributed optimization over directed networks where the agents communicate their information locally to their neighbors to…

Optimization and Control · Mathematics 2021-03-22 Farzad Yousefian

This paper investigates the scheduling problem of a fleet of electric vehicles, providing mobility as a service to a set of time-specified customers, where the operator needs to solve the routing and charging problem jointly for each EV.…

Optimization and Control · Mathematics 2022-05-27 Canqi Yao , Shibo Chen , Mauro Salazar , Zaiyue Yang