Related papers: A Polyhedral Study on Unit Commitment with a Singl…
Modern network-constrained unit commitment (NCUC) bears a heavy computational burden due to the ever-growing model scale. This situation becomes more challenging when detailed operational characteristics, complicated constraints, and…
We investigate a mixed 0-1 conic quadratic optimization problem with indicator variables arising in mean-risk optimization. The indicator variables are often used to model non-convexities such as fixed charges or cardinality constraints.…
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…
We study the polyhedral structure of the static probabilistic lot-sizing problem and propose valid inequalities that integrate information from the chance constraint and the binary setup variables. We prove that the proposed inequalities…
The problem of scheduling conflicting jobs on parallel machines consists in assigning a set of jobs to a set of machines so that no two conflicting jobs are allocated to the same machine, and the maximum processing time among all machines…
Gamma uncertainty sets have been introduced for adjusting the degree of conservatism of robust counterparts of (discrete) linear programs. The contribution of this paper is a generalization of this approach to (mixed integer) nonlinear…
The construction of a cost minimal network for flows obeying physical laws is an important problem for the design of electricity, water, hydrogen, and natural gas infrastructures. We formulate this problem as a mixed-integer non-linear…
Accurate modeling of power flow behavior is essential for a wide range of power system applications, yet the nonlinear and nonconvex structure of the underlying equations often limits their direct use in large-scale optimization problems.…
Unknown unitary inversion is a fundamental primitive in quantum computing and physics. Although recent work has demonstrated that quantum algorithms can invert arbitrary unknown unitaries without accessing their classical descriptions,…
We consider a combined problem of teaming and scheduling of multi-skilled employees that have to perform jobs with uncertain qualification requirements. We propose two modeling approaches that generate solutions that are robust to possible…
We expand our novel computational method for unit commitment (UC) to include long-horizon planning. We introduce a fast novel algorithm to commit hydro-generators, provably accurately. We solve problems with thousands of generators at 5…
The secure domination problem, a variation of the domination problem with some important real-world applications, is considered. Very few algorithmic attempts to solve this problem have been presented in literature, and the most successful…
Clinical trials often evaluate multiple outcome variables to form a comprehensive picture of the effects of a new treatment. The resulting multidimensional insight contributes to clinically relevant and efficient decision-making about…
We focus on modeling the relationship between an input feature vector and the predicted outcome of a trained decision tree using mixed-integer optimization. This can be used in many practical applications where a decision tree or tree…
Variational inequalities are an important tool, which includes minimization, saddles, games, fixed-point problems. Modern large-scale and computationally expensive practical applications make distributed methods for solving these problems…
Mixed-Integer Quadratically Constrained Quadratic Programs arise in a variety of applications, particularly in energy, water, and gas systems, where discrete decisions interact with nonconvex quadratic constraints. These problems are…
We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement, which outperforms the standard known bounds, remains…
The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for…
An interesting observation is that most pairs of weakly homogeneous mappings have no strongly monotonic property, which is one of the key conditions to ensure the unique solvability of the generalized variational inequality. This paper…
Unit commitment and load dispatch problems are important and complex problems in power system operations that have being traditionally solved separately. In this paper, both problems are solved together without approximations or…