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We consider a microgrid with random load realization, stochastic renewable energy production, and an energy storage unit. The grid controller provides the total net load trajectory that the microgrid should present to the main grid and the…

Optimization and Control · Mathematics 2016-11-29 Ashkan Zeinalzadeh , Vijay Gupta

Future power grids will entail large fleets of storage devices capable of scheduling their charging/discharging profiles so as to achieve lower peak demand and reduce energy bills, by shifting absorption times in sync with the availability…

Optimization and Control · Mathematics 2021-11-04 David Angeli , Zihang Dong , Goran Strbac

Currently, the characterization of electric energy storage units used for power system operation and planning models relies on two major assumptions: charge and discharge efficiencies, and power limits are constant and independent of the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Alvaro Gonzalez-Castellanos , David Pozo , Aldo Bischi

We consider the worst-case load-shedding problem in electric power networks where a number of transmission lines are to be taken out of service. The objective is to identify a pre-specified number of line outage that leads to the maximum…

Optimization and Control · Mathematics 2018-10-22 Fu Lin

Economic dispatch problem for a networked power system has been considered. The objective is to minimize the total generation cost while meeting the overall supply-demand balance and generation capacity. In particular, a more practical…

Systems and Control · Computer Science 2019-05-01 Seungjoon Lee , Hyungbo Shim

We look into modeling fuel cell hybrid trains for the purpose of optimizing their operation using convex optimization. Models and constraints necessary to form a physically feasible yet convex problem are reviewed. This effort is described…

Optimization and Control · Mathematics 2021-10-26 Rabee Jibrin , Stuart Hillmansen , Clive Roberts

Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial constraints on the indicators. Unlike most of the previous work…

Optimization and Control · Mathematics 2021-06-17 Linchuan Wei , Andres Gomez , Simge Kucukyavuz

The fluctuations of electricity prices in demand response schemes and intermittency of renewable energy supplies necessitate the adoption of energy storage in microgrids. However, it is challenging to design effective real-time energy…

Data Structures and Algorithms · Computer Science 2017-09-25 Chi-Kin Chau , Guanglin Zhang , Minghua Chen

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi

A continuous-time financial portfolio selection model with expected utility maximization typically boils down to solving a (static) convex stochastic optimization problem in terms of the terminal wealth, with a budget constraint. In…

Portfolio Management · Quantitative Finance 2022-01-07 Hanqing Jin , Zuo Quan Xu , Xun Yu Zhou

Exact free energy minimization is a convex optimization problem that is usually approximated with stochastic sampling methods. Deterministic approximations have been less successful because many desirable properties have been difficult to…

Computational Physics · Physics 2016-03-17 Jonathan E. Moussa

We consider a utility-maximization problem in a general semimartingale financial model, subject to constraints on the number of shares held in each risky asset. These constraints are modeled by predictable convex-set-valued processes whose…

Portfolio Management · Quantitative Finance 2013-02-25 Kasper Larsen , Gordan Žitković

Storage-concerned Optimal Power Flow (OPF) with complementarity constraints is highly non-convex and intractable. In this paper, we propose two generalized sufficient conditions which guarantee no simultaneous charging and discharging (SCD)…

Optimization and Control · Mathematics 2023-11-14 Qi Wang , Wenchuan Wu , Chenhui Lin , Shuwei Xu , Xueliang Li

Electric power systems are increasingly turning to energy storage systems to balance supply and demand. But how much storage is required? What is the optimal volume of storage in a power system and on what does it depend? In addition, what…

Theoretical Economics · Economics 2025-11-27 Darryl Biggar , Mohammad Reza Hesamzadeh

Industrial refrigeration systems have substantial energy needs, but optimizing their operation remains challenging due to the tension between minimizing energy costs and meeting strict cooling requirements. Load shifting--strategic…

Optimization and Control · Mathematics 2025-10-07 Vade Shah , Yohan John , Ethan Freifeld , Lily Y. Chen , Jason R. Marden

The solvability set of a power network - the set of all power injection vectors for which the corresponding Power Flow equations admit a solution - is central to power systems stability and security, as well as to the tightness of Optimal…

Optimization and Control · Mathematics 2020-04-07 Anatoly Dymarsky , Konstantin Turitsyn

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

To support planning of alternative fuel technology (e.g., battery-electric locomotives) deployment for decarbonizing non-electrified freight rail, we develop a convex optimization formulation with a closed-form solution to determine the…

Systems and Control · Electrical Eng. & Systems 2024-12-30 Max T. M. Ng , Adrian Hernandez , Pablo L. Durango-Cohen , Hani S. Mahmassani

The reliable operation of large-scale electric power networks is increasingly challenging, particularly with the integration of stochastic renewable generation. In this work, we address the problem of minimizing network transients by…

Systems and Control · Electrical Eng. & Systems 2026-05-29 Gerald Ogbonna , David Bindel , Lindsay C. Anderson

This paper examines the value of storage in securing reliability of a system with uncertain supply and demand, and supply friction. The storage is frictionless as a supply source, but once used, it cannot be filled up instantaneously. The…

Optimization and Control · Mathematics 2011-09-30 Ali ParandehGheibi , Mardavij Roozbehani , Asuman Ozdaglar , Munther A Dahleh