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Column generation (CG) is one of the most successful approaches for solving large-scale linear programming (LP) problems. Given an LP with a prohibitively large number of variables (i.e., columns), the idea of CG is to explicitly consider…

Optimization and Control · Mathematics 2024-04-09 Haofeng Yuan , Lichang Fang , Shiji Song

The Unit Commitment (UC) problem is a key optimization task in power systems to forecast the generation schedules of power units over a finite time period by minimizing costs while meeting demand and technical constraints. However, many…

Machine Learning · Computer Science 2024-10-08 Matthias Pirlet , Adrien Bolland , Gilles Louppe , Damien Ernst

Two-stage stochastic unit commitment (2S-SUC) problems have been widely adopted to manage the uncertainties introduced by high penetrations of intermittent renewable energy resources. While decomposition-based algorithms such as…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Zhentong Shao , Jingtao Qin , Nanpeng Yu

Many important physical processes have dynamics that are too complex to completely model analytically. Optimisation of such processes often relies on intuition, trial-and-error, or the construction of empirical models. Machine learning…

Machines learning techniques plays a preponderant role in dealing with massive amount of data and are employed in almost every possible domain. Building a high quality machine learning model to be deployed in production is a challenging…

Machine Learning · Computer Science 2019-07-02 Alexandre Quemy

We expand our novel computational method for unit commitment (UC) to include long-horizon planning. We introduce a fast novel algorithm to commit hydro-generators, provably accurately. We solve problems with thousands of generators at 5…

Optimization and Control · Mathematics 2026-03-26 Shaked Regev , Eve Tsybina , Slaven Peles

Unit maintenance and unit commitment are two critical and interrelated aspects of electric power system operation, both of which face the challenge of coordinating efforts to enhance reliability and economic performance. This challenge…

Systems and Control · Electrical Eng. & Systems 2024-12-03 Hongrui Lu , Yuxiong Huang , Tong He , Gengfeng Li

It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use…

Pricing of Securities · Quantitative Finance 2016-01-12 Robert Howley , Robert Storer , Juan Vera , Luis F. Zuluaga

Valve-point loading affects the input-output characteristics of generating units, bringing the fuel costs nonlinear and nonsmooth. This has been considered in the solution of load dispatch problems, but not in the planning phase of unit…

Optimization and Control · Mathematics 2014-04-22 João Pedro Pedroso , Mikio Kubo , Ana Viana

This paper proposes a global optimization method for it ensures finding good solutions while solving the unit commitment (UC) problem with carbon emission trading (CET). This method con-sists of two parts. In the first part, a sequence of…

Optimization and Control · Mathematics 2019-08-28 Linfeng Yang , Wei Li , Guo Chen , Beihua Fang , Chunming Tang , Zhaoyang Dong

Recently, there has been a growing interest in applying machine learning methods to problems in engineering mechanics. In particular, there has been significant interest in applying deep learning techniques to predicting the mechanical…

Machine Learning · Computer Science 2023-03-15 Saeed Mohammadzadeh , Peerasait Prachaseree , Emma Lejeune

Column Generation (CG) is an effective and iterative algorithm to solve large-scale linear programs (LP). During each CG iteration, new columns are added to improve the solution of the LP. Typically, CG greedily selects one column with the…

Machine Learning · Computer Science 2024-12-30 Yi-Xiang Hu , Feng Wu , Shaoang Li , Yifang Zhao , Xiang-Yang Li

We present a neural network-enhanced column generation (CG) approach for a parallel machine scheduling problem. The proposed approach utilizes an encoder-decoder attention model, namely the transformer and pointer architectures, to develop…

Machine Learning · Computer Science 2024-10-22 Amira Hijazi , Osman Ozaltin , Reha Uzsoy

We introduce a simple, accurate, and extremely efficient method for numerically solving the multi-marginal optimal transport (MMOT) problems arising in density functional theory. The method relies on (i) the sparsity of optimal plans [for…

Machine Learning · Computer Science 2021-03-24 Gero Friesecke , Andreas S. Schulz , Daniela Vögler

Column Generation (CG) is an iterative algorithm for solving linear programs (LPs) with an extremely large number of variables (columns). CG is the workhorse for tackling large-scale \textit{integer} linear programs, which rely on CG to…

Optimization and Control · Mathematics 2023-01-16 Cheng Chi , Amine Mohamed Aboussalah , Elias B. Khalil , Juyoung Wang , Zoha Sherkat-Masoumi

Electric utility companies perform numerous technical interventions every day. Since it is generally not possible to complete all planned interventions within a single day, companies face two objectives: maximizing the total duration of…

Optimization and Control · Mathematics 2026-04-08 Elise Bangerter , David Schindl , Meritxell Pacheco Paneque , Nour Elhouda Tellache , Rodolphe Griset

The Interior-Point Methods are a class for solving linear programming problems that rely upon the solution of linear systems. At each iteration, it becomes important to determine how to solve these linear systems when the constraint matrix…

Optimization and Control · Mathematics 2024-04-18 Catalina J. Villalba , Aurelio R. L. Oliveira

Column generation is a widely used decomposition technique for large-scale linear programs, but it often suffers from slow convergence due to poor initial dual estimates and dual oscillations. Stabilization techniques such as smoothing and…

Optimization and Control · Mathematics 2026-05-08 Olivia Wang , Reem Khir

The machine learning (ML) techniques to predict unitarity (UNI) and bounded from below (BFB) constraints in multi-scalar models is employed. The effectiveness of this approach is demonstrated by applying it to the two and three Higgs…

High Energy Physics - Phenomenology · Physics 2024-01-18 Darius Jurčiukonis

We present a method to design driving protocols that achieve fast thermal equilibration of a system of interest using techniques inspired by machine learning training algorithms. For example, consider a Brownian particle manipulated by…

Statistical Mechanics · Physics 2025-06-25 Diego Rengifo , Gabriel Téllez