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We study the minmax optimization problem introduced in [22] for computing policies for batch mode reinforcement learning in a deterministic setting. First, we show that this problem is NP-hard. In the two-stage case, we provide two…

Systems and Control · Computer Science 2012-10-31 Raphael Fonteneau , Damien Ernst , Bernard Boigelot , Quentin Louveaux

The quantum hybrid algorithm has become a very promising and speedily method today for solving the larger-scale optimization in the noisy intermediate-scale quantum (NISQ) era. The unit commitment (UC) problem is a fundamental problem in…

Quantum Physics · Physics 2025-10-10 Jian Liu , Xu Zhou , Zhuojun Zhou , Le Luo

This paper addresses the problem of optimizing charging/discharging schedules of electric vehicles (EVs) when participate in demand response (DR). As there exist uncertainties in EVs' remaining energy, arrival and departure time, and future…

Artificial Intelligence · Computer Science 2022-09-21 Guibin. Chen , Xiaoying. Shi

Resource scheduling is critical in many industries, especially in power systems. The Unit Commitment problem determines the on/off status and output levels of generators under many constraints. Traditional exact methods, such as…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Tyler Christeson , Md Habib Ullah , Ali Arabnya , Amin Khodaei , Rui Fan

The unit commitment problem is an important optimization problem in the energy industry used to compute the most economical operating schedules of power plants. Typically, this problem has to be solved repeatedly with different data but…

Optimization and Control · Mathematics 2023-12-18 Nagisa Sugishita , Andreas Grothey , Ken McKinnon

In certain electricity markets, because of non-convexities that arise from their operating characteristics, generators that follow the independent system operator's (ISO's) decisions may fail to recover their cost through sales of energy at…

Optimization and Control · Mathematics 2020-06-17 Bowen Hua , Ross Baldick

Given the increasing global emphasis on sustainable energy usage and the rising energy demands of cellular wireless networks, this work seeks an optimal short-term, continuous-time power procurement schedule to minimize operating…

Optimization and Control · Mathematics 2025-03-21 Nadhir Ben Rached , Shyam Mohan Subbiah Pillai , Raúl Tempone

We consider a semi-Lagrangian scheme for solving the minimum time problem, with a given target, and the associated eikonal type equation. We first use a discrete time deterministic optimal control problem interpretation of the time…

Optimization and Control · Mathematics 2024-07-10 Marianne Akian , Shanqing Liu

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

Optimization and Control · Mathematics 2024-11-25 Juan Liu , Nan-Jing Huang , Xian-Jun Long , Xue-song Li

We report our progress on the project for solving larger scale quadratic assignment problems (QAPs). Our main approach to solve large scale NP-hard combinatorial optimization problems such as QAPs is a parallel branch-and-bound method…

Optimization and Control · Mathematics 2021-01-26 Koichi Fujii , Naoki Ito , Sunyoung Kim , Masakazu Kojima , Yuji Shinano , Kim-Chuan Toh

Euler's elastica model has been extensively studied and applied to image processing tasks. However, due to the high nonlinearity and nonconvexity of the involved curvature term, conventional algorithms suffer from slow convergence and high…

Image and Video Processing · Electrical Eng. & Systems 2019-08-06 Yinghui Zhang , Xiaojuan Deng , Jun Zhang , Hongwei Li

There is a rise in the need for efficient battery charging methods due to the high penetration of electromobility solutions. Battery swapping, a technique in which fully or partially depleted batteries are exchanged and then transported to…

Optimization and Control · Mathematics 2025-05-13 Sunney Fotedar , Jiaming Wu , Balazs Kulcsar , Rebecka Jornsten

We propose to improve the convergence properties of the single-reference coupled cluster (CC) method through an augmented Lagrangian formalism. The conventional CC method changes a linear high-dimensional eigenvalue problem with exponential…

Computational Physics · Physics 2024-03-26 Fabian M. Faulstich , Yuehaw Khoo , Kangbo Li

Binary optimization is a central problem in mathematical optimization and its applications are abundant. To solve this problem, we propose a new class of continuous optimization techniques which is based on Mathematical Programming with…

Optimization and Control · Mathematics 2017-12-07 Ganzhao Yuan , Bernard Ghanem

In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…

Optimization and Control · Mathematics 2023-05-09 Jie Liu , Xiaoqing Ou , Jiawei Chen

We consider Lagrangian duality based approaches to design and analyze algorithms for online energy-efficient scheduling. First, we present a primal-dual framework. Our approach makes use of the Lagrangian weak duality and convexity to…

Data Structures and Algorithms · Computer Science 2014-08-06 Nguyen Kim Thang

In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…

Optimization and Control · Mathematics 2015-05-12 Ashkan Jasour , Necdet Serhat Aybat , Constantino Lagoa

This work considers a multiobjective version of the unit commitment problem that deals with finding the optimal generation schedule of a firm, over a period of time and a given electrical network. With growing importance of environmental…

Optimization and Control · Mathematics 2025-01-14 Ece Tevruez , Aswin Kannan

This paper proposes a novel Coordinate-Descent Augmented-Lagrangian (CDAL) solver for linear, possibly parameter-varying, model predictive control (MPC) problems. At each iteration, an augmented Lagrangian (AL) subproblem is solved by…

Optimization and Control · Mathematics 2022-09-28 Liang Wu , Alberto Bemporad

Security-constrained unit commitment (SCUC) is a computationally complex process utilized in power system day-ahead scheduling and market clearing. SCUC is run daily and requires state-of-the-art algorithms to speed up the process. The…

Machine Learning · Computer Science 2023-06-05 Arun Venkatesh Ramesh , Xingpeng Li