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A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo

According to the fundamental theorems of welfare economics, any competitive equilibrium is Pareto efficient. Unfortunately, competitive equilibrium prices only exist under strong assumptions such as perfectly divisible goods and convex…

Computer Science and Game Theory · Computer Science 2023-05-24 Mete Şeref Ahunbay , Martin Bichler , Johannes Knörr

This paper deals with the market-bidding problem of a cluster of price-responsive consumers of electricity. We develop an inverse optimization scheme that, recast as a bilevel programming problem, uses price-consumption data to estimate the…

Optimization and Control · Mathematics 2015-11-04 Javier Saez-Gallego , Juan M. Morales , Marco Zugno , Henrik Madsen

Edge computing has been recently introduced as a way to bring computational capabilities closer to end users of modern network-based services, in order to support existent and future delay-sensitive applications by effectively addressing…

Networking and Internet Architecture · Computer Science 2021-07-02 Eugenio Moro , Ilario Filippini

We propose a framework where generation and transmission capacities are planned concurrently in market environments with a focus on the prosumers. This paper is a continuation of Part I and presents numerical results from three archetypal…

Optimization and Control · Mathematics 2021-05-24 Ni Wang , Remco Verzijlbergh , Petra Heijnen , Paulien Herder

In this paper, a time-varying distributed convex optimization problem is studied for continuous-time multi-agent systems. Control algorithms are designed for the cases of single-integrator and double-integrator dynamics. Two discontinuous…

Optimization and Control · Mathematics 2016-09-07 Salar Rahili , Wei Ren

This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…

Optimization and Control · Mathematics 2026-02-19 Welington de Oliveira , Johannes O. Royset

The integration of renewable energy resources (RES) in the power grid can reduce carbon intensity, but also presents certain challenges. The uncertainty and intermittent nature of RES emphasize the need for flexibility in power systems.…

Systems and Control · Electrical Eng. & Systems 2025-04-18 Shijie Pan , Gerrit Rolofs , Luca Pontecorvi , Charalambos Konstantinou

We consider the downlink of a cell-free massive multiple-input multiple-output (MIMO) system where large number of access points (APs) simultaneously serve a group of users. Two fundamental problems are of interest, namely (i) to maximize…

Signal Processing · Electrical Eng. & Systems 2022-01-13 Muhammad Farooq , Hien Quoc Ngo , Le-Nam Tran

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

Optimization and Control · Mathematics 2024-06-03 Jincheng Cao , Ruichen Jiang , Erfan Yazdandoost Hamedani , Aryan Mokhtari

In this paper, we consider the electricity cost minimization problem in a residential network where each community is equipped with a distributed power generation source and every household in the community has a set of essential and…

Optimization and Control · Mathematics 2012-12-11 Yi Liu , Naveed Ul Hassan , Shisheng Huang , Chau Yuen

We consider the problem of planning the aggregate energy consumption for a set of thermostatically controlled loads for demand response, accounting price forecast trajectory and thermal comfort constraints. We address this as a…

Optimization and Control · Mathematics 2019-05-09 Fernando A. C. C. Fontes , Abhishek Halder , Jorge Becerril , P. R. Kumar

Logistics has gained great attentions with the prosperous development of commerce, which is often seen as the classic optimal vehicle routing problem. Meanwhile, electric vehicle (EV) has been widely used in logistic fleet to curb the…

Optimization and Control · Mathematics 2021-09-14 Canqi Yao , Shibo Chen , Zaiyue Yang

We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an…

Optimization and Control · Mathematics 2022-12-13 Harshal D. Kaushik , Sepideh Samadi , Farzad Yousefian

This work deals with the solution of a non-convex optimization problem to enhance the performance of an energy harvesting device, which involves a nonlinear objective function and a discontinuous constraint. This optimization problem, which…

Computational Engineering, Finance, and Science · Computer Science 2021-05-31 Americo Cunha

Since the 1990s, widespread introduction of central (wholesale) electricity markets has been seen across multiple continents, driven by the search for efficient operation of the power grid through competition. The increase of renewables has…

Systems and Control · Electrical Eng. & Systems 2025-10-15 Pål Forr Austnes , Matthieu Jacobs , Lu Wang , Mario Paolone

Bilevel optimization has found extensive applications in modern machine learning problems such as hyperparameter optimization, neural architecture search, meta-learning, etc. While bilevel problems with a unique inner minimal point (e.g.,…

Optimization and Control · Mathematics 2022-06-09 Daouda Sow , Kaiyi Ji , Ziwei Guan , Yingbin Liang

In this paper, we consider a realistic and meaningful scenario in the context of smart grids where an electricity retailer serves three different types of customers, i.e., customers with an optimal home energy management system embedded in…

Systems and Control · Computer Science 2018-03-22 Fanlin Meng , Xiao-Jun Zeng , Yan Zhang , Chris J. Dent , Dunwei Gong

A two-user downlink network aided by a reconfigurable intelligent surface is considered. The weighted sum signal to interference plus noise ratio maximization and the sum rate maximization models are presented, where the precoding vectors…

Signal Processing · Electrical Eng. & Systems 2022-02-15 Cong Sun , Xian Liu , Bile Peng , Eduard Jorswieck

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study…

Systems and Control · Computer Science 2018-02-13 Florian Kühnlenz , Pedro H. J. Nardelli , Santtu Karhinen , Rauli Svento