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Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is…

Methodology · Statistics 2021-11-30 Donghui Yan , Zhiwei Qin , Songxiang Gu , Haiping Xu , Ming Shao

Time distributed optimization is an implementation strategy that can significantly reduce the computational burden of model predictive control by exploiting its robustness to incomplete optimization. When using this strategy, optimization…

Optimization and Control · Mathematics 2020-04-14 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure…

Methodology · Statistics 2013-06-04 Yue Wu , José Miguel Hernández-Lobato , Zoubin Ghahramani

Efficient markets are characterised by profit-driven participants continuously refining their positions towards the latest insights. Margins for profit generation are generally small, shaping a difficult landscape for automated trading…

Computational Engineering, Finance, and Science · Computer Science 2025-04-16 Robin Bruneel , Mathijs Schuurmans , Panagiotis Patrinos

In this research a real time power hardware in loop configuration has been implemented for an microgrid with the combination of distribution energy resources such as photovoltaic, grid tied inverter, battery, utility grid, and a diesel…

Systems and Control · Electrical Eng. & Systems 2025-05-27 Saiful Islam , Sanaz Mostaghim , Michael Hartmann

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

Optimization and Control · Mathematics 2025-04-01 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu , Jian Chu

When considering a model selection or, more generally, an aggregation approach for adaptive statistical inference, it is often necessary to compute estimators over a wide range of model complexities including unnecessarily large models even…

Statistics Theory · Mathematics 2026-04-17 Ilsang Ohn , Shitao Fan , Jungbin Jun , Lizhen Lin

In the era of big data, one of the key challenges is the development of novel optimization algorithms that can accommodate vast amounts of data while at the same time satisfying constraints and limitations of the problem under study. The…

Optimization and Control · Mathematics 2019-09-27 Nicolas Loizou

This paper develops an algorithmic framework for real-time optimization of distribution-level distributed energy resources (DERs). The proposed framework optimizes the operation of both DERs that are individually controllable and groups of…

Optimization and Control · Mathematics 2019-02-28 Andrey Bernstein , Emiliano Dall'Anese

Energy system models underpin decisions by energy system planners and operators. Energy system modelling faces a transformation: accounting for changing meteorological conditions imposed by climate change. To enable that transformation, a…

An important goal of modern scheduling systems is to efficiently manage power usage. In energy-efficient scheduling, the operating system controls the speed at which a machine is processing jobs with the dual objective of minimizing energy…

Data Structures and Algorithms · Computer Science 2024-02-28 Eric Balkanski , Noemie Perivier , Clifford Stein , Hao-Ting Wei

This work introduces the category of Power System Transition Planning optimization problem. It aims to shift power systems to emissions-free networks efficiently. Unlike comparable work, the framework presented here broadly applies to the…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Ahmed Al-Shafei , Nima Amjady , Hamidreza Zareipour , Yankai Cao

Buildings account for a substantial portion of global energy consumption. Reducing buildings' energy usage primarily involves obtaining data from building systems and environment, which are instrumental in assessing and optimizing the…

Artificial Intelligence · Computer Science 2024-04-19 Miracle Aniakor , Vinicius V. Cogo , Pedro M. Ferreira

Energy system models require a large amount of technical and economic data, the quality of which significantly influences the reliability of the results. Some of the variables on the important data source ENTSO-E transparency platform, such…

General Economics · Economics 2023-02-23 Thomas Möbius , Mira Watermeyer , Oliver Grothe , Felix Müsgens

Combinatorial decision problems arise in many different domains such as scheduling, routing, packing, bioinformatics, and many more. Despite recent advances in developing scalable solvers, there are still many problems which are often very…

Artificial Intelligence · Computer Science 2016-05-24 Barry Hurley , Deepak Mehta , Barry O'Sullivan

To mitigate global climate change, distributed energy resources (DERs), such as distributed generators, flexible loads, and energy storage systems (ESSs), have witnessed rapid growth in power distribution systems. When properly managed,…

Optimization and Control · Mathematics 2025-08-21 Rui Xie , Yue Chen

This work considers energy management in a grid-connected microgrid which consists of multiple conventional generators (CGs), renewable generators (RGs) and energy storage systems (ESSs). A two-stage optimization approach is presented to…

Optimization and Control · Mathematics 2016-03-21 Wuhua Hu , Ping Wang , Hoay Beng Gooi

We propose a unifying framework based on configuration linear programs and randomized rounding, for different energy optimization problems in the dynamic speed-scaling setting. We apply our framework to various scheduling and routing…

Data Structures and Algorithms · Computer Science 2014-03-21 Evripidis Bampis , Alexander Kononov , Dimitrios Letsios , Giorgio Lucarelli , Maxim Sviridenko

Linearly constrained multiple time series may be encountered in many practical contexts, such as the National Accounts (e.g., GDP disaggregated by Income, Expenditure and Output), and multilevel frameworks where the variables are organized…

Methodology · Statistics 2024-12-05 Daniele Girolimetto , Tommaso Di Fonzo

In this paper, we propose a framework for solving a class of optimization problems encountered in a range of power allocation problems in wireless relay networks. In particular, power allocation for weighted sum-rate and common-rate…

Information Theory · Computer Science 2016-07-05 Koosha Pourtahmasi Roshandeh , Masoud Ardakani , Chintha Tellambura