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We present a finitely convergent cutting-plane algorithm for solving a general mixed-integer convex program given an oracle for solving a general convex program. This method is extended to solve a family of two-stage mixed-integer convex…

Optimization and Control · Mathematics 2025-09-30 Fengqiao Luo , Shibshankar Dey , Sanjay Mehrotra

Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…

Optimization and Control · Mathematics 2022-03-21 Hoa T. Bui , Qun Lin , Ryan Loxton

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…

Optimization and Control · Mathematics 2018-09-27 Fariba Zohrizadeh , Mohsen Kheirandishfard , Edward Quarm , Ramtin Madani

The system operator's scheduling problem in electricity markets, called unit commitment, is a non-convex mixed-integer program. The optimal value function is non-convex, preventing the application of traditional marginal pricing theory to…

General Economics · Economics 2024-10-03 Conleigh Byers , Brent Eldridge

Synchronous Generators (SGs) currently provide important levels of Short-Circuit Current (SCC), a critical ancillary service that ensures line protections trip during short-circuit faults. Given the ongoing replacement of SGs by…

Systems and Control · Electrical Eng. & Systems 2026-05-11 Peng Wang , Luis Badesa

We demonstrate that valid inequalities, or lifted nonlinear cuts (LNC), can be projected to tighten the Second Order Cone (SOC), Convex DistFlow (CDF), and Network Flow (NF) relaxations of the AC Optimal Power Flow (AC-OPF) problem. We…

Optimization and Control · Mathematics 2024-09-27 Sergio I. Bugosen , Robert B. Parker , Carleton Coffrin

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…

Multiagent Systems · Computer Science 2020-09-07 Cornelis Jan van Leeuwen , Joost Stam , Arun Subramanian , Koen Kok

This paper presents a new dynamic pricing model (a.k.a. real-time pricing) that reflects startup costs of generators. Dynamic pricing, which is a method to control demand by pricing electricity at hourly (or more often) intervals, has been…

Optimization and Control · Mathematics 2014-03-06 Naoki Ito , Akiko Takeda , Toru Namerikawa

The alternating current optimal power flow problem is a fundamental yet highly nonconvex optimization problem whose structure reflects both nonlinear power flow physics and the topology of the underlying network. Among convex relaxations,…

Optimization and Control · Mathematics 2026-05-07 Gabor Riccardi , Ambrogio Maria Bernardelli , Stefano Gualandi

We combine the power flow model with the proportionally fair optimization criterion to study the control of congestion within a distribution electric grid network. The form of the mathematical optimization problem is a convex second order…

Optimization and Control · Mathematics 2018-10-04 Miroslav Gardlo , Ľuboš Buzna , Rui Carvalho , Richard Gibbens , Frank Kelly

Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitment (UC) problem in electricity markets, where costly…

Optimization and Control · Mathematics 2026-02-18 Cheng Guo , Lauren Henderson , Ryan Cory-Wright , Boshi Yang

Energy saving is becoming an important issue in the design and use of computer networks. In this work we propose a problem that considers the use of rate adaptation as the energy saving strategy in networks. The problem is modeled as an…

Networking and Internet Architecture · Computer Science 2013-02-04 Lin Wang , Antonio Fernández Anta , Fa Zhang , Chenying Hou , Zhiyong Liu

Optimal power flow (OPF) over power transmission networks poses challenging large-scale nonlinear optimization problems, which involve a large number of quadratic equality and indefinite quadratic inequality constraints. These…

Systems and Control · Computer Science 2018-02-14 Y. Shi , H. D. Tuan , P. Apkarian , A. V. Savkin

This paper deals with the impact of linear approximations for the unknown nonconvex confidence region of chance-constrained AC optimal power flow problems. Such approximations are required for the formulation of tractable chance…

Systems and Control · Computer Science 2018-10-03 Lejla Halilbasic , Pierre Pinson , Spyros Chatzivasileiadis

In this paper, a short-term load forecasting approach based network reconfiguration is proposed in a parallel manner. Specifically, a support vector regression (SVR) based short-term load forecasting approach is designed to provide an…

Systems and Control · Computer Science 2017-11-30 Yi Gu , Huaiguang Jiang , Jun Jason Zhang , Yingchen Zhang , Eduard Muljadi , Francisco J. Solis

We consider a robust optimization problem in an electric power system under uncertain demand and availability of renewable energy resources. Solving the deterministic alternating current optimal power flow (ACOPF) problem has been…

Optimization and Control · Mathematics 2021-02-16 Chaithanya Bandi , Krishnamurthy Dvijotham , David Morton , Haoxiang Yang

We give an approximation algorithm for packing and covering linear programs (linear programs with non-negative coefficients). Given a constraint matrix with n non-zeros, r rows, and c columns, the algorithm computes feasible primal and dual…

Data Structures and Algorithms · Computer Science 2015-06-02 Christos Koufogiannakis , Neal E. Young

Precise day-ahead forecasts for electricity prices are crucial to ensure efficient portfolio management, support strategic decision-making for power plant operations, enable efficient battery storage optimization, and facilitate demand…

Machine Learning · Computer Science 2026-03-31 Btissame El Mahtout , Florian Ziel

Nonlinear convex relaxations of the power flow equations and, in particular, the Semi-Definite Programming (SDP), Convex Quadratic (QC), and Second-Order Cone (SOC) relaxations, have attracted significant interest in recent years. Thus far,…

Optimization and Control · Mathematics 2015-11-13 Carleton Coffrin , Hassan L. Hijazi , Pascal Van Hentenryck

We consider fixed load power market with non-convexities originating from start-up and no-load costs of generators. The convex hull (minimal uplift) pricing method results in power prices minimizing the total uplift payments to generators,…

Optimization and Control · Mathematics 2023-05-24 Vadim Borokhov