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Optimization problems in design engineering are complex by nature, often because of the involvement of critical objective functions accompanied by a number of rigid constraints associated with the products involved. One such problem is…
This paper presents a framework to solve the strategic bidding problem of participants in an electricity market cleared by employing the full AC Optimal Power Flow (ACOPF) problem formulation. Traditionally, the independent system operators…
A distributed, hierarchical, market based approach is introduced to solve the economic dispatch problem. The approach requires only a minimal amount of information to be shared between a central market operator and the end-users. Price…
Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…
Deep generative models like GAN and VAE have shown impressive results in generating unconstrained objects like images. However, many design settings arising in industrial design, material science, computer graphics and more require that the…
In order to reduce the energy cost of data centers, recent studies suggest distributing computation workload among multiple geographically dispersed data centers, by exploiting the electricity price difference. However, the impact of data…
We introduce a new framework that leverages machine learning models known as generative models to solve optimization problems. Our Generator-Enhanced Optimization (GEO) strategy is flexible to adopt any generative model, from quantum to…
Bilevel programs with spatial price equilibrium constraints are strategic models that consider a price competition at the lower level. These models find application in facility location-price models, optimal bidding in power networks, and…
Edge computing (EC) promises to deliver low-latency and ubiquitous computation to numerous devices at the network edge. This paper aims to jointly optimize edge node (EN) placement and resource allocation for an EC platform, considering…
Distributed optimization is an essential paradigm to solve large-scale optimization problems in modern applications where big-data and high-dimensionality creates a computational bottleneck. Distributed optimization algorithms that exhibit…
This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…
This paper reviews gradient-based techniques to solve bilevel optimization problems. Bilevel optimization is a general way to frame the learning of systems that are implicitly defined through a quantity that they minimize. This…
The distribution of electrical energy faces global challenges, such as increasing demand, the integration of distributed generation, high energy losses, and the need to improve service quality. In particular, load imbalance-where loads are…
In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…
This paper studies the estimation of ranked-list discrete choice models with single and multiple purchases. In this setting, each consumer type is characterized by a ranking over a subset of products and a desired number of purchases, and…
Deep Neural Networks and Reinforcement Learning methods have empirically shown great promise in tackling challenging combinatorial problems. In those methods a deep neural network is used as a solution generator which is then trained by…
Extreme weather is straining electricity systems, exposing the limitations of reactive responses, and prompting the need for proactive resilience planning. Most existing approaches to enhance electricity system resilience employ simplified…
The proliferation of distributed generation and storage units is leading to the development of local, small-scale distribution grids, known as microgrids (MGs). In this paper, the problem of optimizing the energy trading decisions of MG…
The end-to-end generative paradigm is revolutionizing advertising recommendation systems, driving a shift from traditional cascaded architectures towards unified modeling. However, practical deployment faces three core challenges: the…
This paper proposes a novel consensus-based distributed control algorithm for solving the economic dispatch problem of distributed generators. A legacy central controller can be eliminated in order to avoid a single point of failure,…