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This paper addresses the problem of tightening the mixed-integer linear programming (MILP) formulation for continuous piecewise linear (CPWL) approximations of data sets in arbitrary dimensions. The MILP formulation leverages the…

We consider the unit commitment (UC) problem that employs the alternating current optimal power flow (ACOPF) constraints, which is formulated as a mixed-integer nonlinear programming problem and thus challenging to solve in practice. We…

We propose an early termination technique for mixed integer conic programming for use within branch-and-bound based solvers. Our approach generalizes previous early termination results for ADMM-based solvers to a broader class of…

Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…

Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robustness and provable convergence simply by projecting…

Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…

We propose a novel warmstarting method for primal-dual interior point methods based on a smoothing operator that generates a starting point on the central path from the previous optimum. Compared to traditional approaches that prioritize…

In light of the increasing coupling between electricity and gas networks, this paper introduces two novel iterative methods for efficiently solving the multiperiod optimal electricity and gas flow (MOEGF) problem. The first is an iterative…

The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…

Modern second order solvers for convex optimisation, such as interior point methods, rely on primal dual information and are difficult to warm start, limiting their applicability in real time control. We propose the PVM, a duality free…

We develop a novel primal heuristic for nonconvex Mixed-Integer Quadratically Constrained Quadratic Programs (MIQCQPs). The method is built around a convex approximation that is dynamically adjusted within a feasibility-pump-style…

Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…

We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting problem. Our main contribution is a family of strengthened MIP…

Finding optimal join orders is among the most crucial steps to be performed by query optimisers. Though extensively studied in data management research, the problem remains far from solved: While query optimisers rely on exhaustive search…

Model predictive control (MPC) is of increasing interest in applications for constrained control of multivariable systems. However, one of the major obstacles to its broader use is the computation time and effort required to solve a…

Stepwise controllable devices, such as switched capacitors or stepwise controllable loads and generators, transform the nonconvex AC optimal power flow (AC-OPF) problem into a nonconvex mixed-integer (MI) programming problem which is…

With rapid integration of power sources with uncertainty, robustness must be carefully considered in the transmission constrained unit commitment (TCUC) problem. The overall computational complexity of the robust TCUC methods is closely…

For clustering of an undirected graph, this paper presents an exact algorithm for the maximization of modularity density, a more complicated criterion to overcome drawbacks of the well-known modularity. The problem can be interpreted as the…

This paper presents a model predictive control (MPC) for dynamic systems whose nonlinearity and uncertainty are modelled by deep neural networks (NNs), under input and state constraints. Since the NN output contains a high-order complex…

The increase in non-renewable energy consumption and CO2 emissions, especially in the manufacturing sector, is moving radical shifts in energy supply policies and production models. Renewable energy integration and regulated pricing…