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In the framework of risk assessment in nuclear accident analysis, best-estimatecomputer codes, associated to a probabilistic modeling of the uncertain input variables,are used to estimate safety margins. A first step in such uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2021-08-30 A. Marrel , Bertrand Iooss , V Chabridon

We propose a novel global solution algorithm for the network-constrained unit commitment problem incorporating a nonlinear alternating current model of the transmission network, which is a nonconvex mixed-integer nonlinear programming…

Optimization and Control · Mathematics 2018-11-27 Jianfeng Liu , Anya Castillo , Jean-Paul Watson , Carl D. Laird

This paper presents a novel approach to handle the computational complexity in security-constrained unit commitment (SCUC) with corrective network reconfiguration (CNR) to harness the flexibility in transmission networks. This is achieved…

Optimization and Control · Mathematics 2020-07-21 Arun Venkatesh Ramesh , Xingpeng Li , Kory W. Hedman

Robust optimization(RO) is an important tool for handling optimization problem with uncertainty. The main objective of RO is to solve optimization problems due to uncertainty associated with constraints satisfying all realizations of…

Optimization and Control · Mathematics 2025-04-02 Parthasarathi Mondal , Akshay Kumar Ojha

Uncertainty quantification has become an efficient tool for uncertainty-aware prediction, but its power in yield-aware optimization has not been well explored from either theoretical or application perspectives. Yield optimization is a much…

Optimization and Control · Mathematics 2020-04-28 Chunfeng Cui , Kaikai Liu , Zheng Zhang

Predict+Optimize frameworks integrate forecasting and optimization to address real-world challenges such as renewable energy scheduling, where variability and uncertainty are critical factors. This paper benchmarks solutions from the…

Maintaining instantaneous balance between electricity supply and demand is critical for reliability and grid instability. System operators achieve this through solving the task of Unit Commitment (UC),ca high dimensional large-scale…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Muhy Eddin Za'ter , Anna Van Boven , Bri-Mathias Hodge , Kyri Baker

Most existing generation scheduling models for power systems under demand uncertainty rely on energy-based formulations with a finite number of time periods, which may fail to ensure that power supply and demand are balanced continuously…

Optimization and Control · Mathematics 2025-04-02 Youngchae Cho , Insoon Yang , Takayuki Ishizaki

Generally, day-ahead unit commitment (UC) is conducted in a predict-then-optimize process: it starts by predicting the renewable energy source (RES) availability and system reserve requirements; given the predictions, the UC model is then…

Optimization and Control · Mathematics 2024-10-28 Xianbang Chen , Yikui Liu , Lei Wu

This paper deals with a problem of production planning, which is a version of the capacitated single-item lot sizing problem with backordering under demand uncertainty, modeled by uncertain cumulative demands. The well-known interval…

Data Structures and Algorithms · Computer Science 2020-09-15 Romain Guillaume , Adam Kasperski , Pawel Zielinski

This paper presents a method to handle renewable source and load uncertainties in Dynamic Day-ahead Optimal Power Flow (DA-OPF) using post-optimal analysis of linear programming problem. The method does not require the uncertainty…

Optimization and Control · Mathematics 2018-04-18 Parikshit Pareek , Ashu Verma

The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…

As robotic systems move from highly structured environments to open worlds, incorporating uncertainty from dynamics learning or state estimation into the control pipeline is essential for robust performance. In this paper we present a…

Systems and Control · Electrical Eng. & Systems 2021-09-14 Robert Dyro , James Harrison , Apoorva Sharma , Marco Pavone

The interplay between Machine Learning (ML) and Constrained Optimization (CO) has recently been the subject of increasing interest, leading to a new and prolific research area covering (e.g.) Decision Focused Learning and Constrained…

Machine Learning · Computer Science 2022-10-26 Mattia Silvestri , Allegra De Filippo , Michele Lombardi , Michela Milano

Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. In this paper, we formulate a chance-constrained…

Optimization and Control · Mathematics 2019-05-07 Line Roald , Göran Andersson

High penetration of renewable energy sources and the increasing share of stochastic loads require the explicit representation of uncertainty in tools such as the optimal power flow (OPF). Current approaches follow either a linearized…

Systems and Control · Computer Science 2020-07-24 Andreas Venzke , Lejla Halilbasic , Uros Markovic , Gabriela Hug , Spyros Chatzivasileiadis

Linear programming is widely used for decision-making in science, engineering, and operations research, yet in many modern applications the coefficients entering the constraints and objective are not known exactly and must be learned from…

Other Statistics · Statistics 2026-03-09 Debashis Chatterjee

The integration of large-scale renewable generation has major implications on the operation of power systems, two of which we address in this work. First, system operators have to deal with higher degrees of uncertainty due to forecast…

Systems and Control · Computer Science 2019-06-17 Andreas Venzke , Lejla Halilbasic , Adelie Barre , Line Roald , Spyros Chatzivasileiadis

We present a method for learning to satisfy uncertain constraints from demonstrations. Our method uses robust optimization to obtain a belief over the potentially infinite set of possible constraints consistent with the demonstrations, and…

Robotics · Computer Science 2020-11-10 Glen Chou , Necmiye Ozay , Dmitry Berenson

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher
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