相关论文: An Integral Formulation and Convex Hull Pricing fo…

There is a growing interest in the integration of energy infrastructures to increase systems' flexibility and reduce operational costs. The most studied case is the synergy between electric and heating networks. Even though integrated heat…

This paper focuses on the problem of determining a minimum-cost fleet of battery electric ships for a given liner shipping operation. The problem is strongly nonlinear and includes integer-valued decision variables, which make it…

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

We find the optimal indemnity to maximize the expected utility of terminal wealth of a buyer of insurance whose preferences are modeled by an exponential utility. The insurance premium is computed by a convex functional. We obtain a…

Time-adaptive unit commitment (UC) has recently been investigated to reduce the scheduling costs by flexibly varying the temporal resolution, which is usually determined by clustering the net load patterns. However, there exists a…

Maintaining the stability of renewable-dominant power systems requires the procurement of virtual inertia services from non-synchronous resources (e.g., batteries, wind turbines) in addition to inertia traditionally provided by synchronous…

This paper studies the procurement and pricing of inertial response using a frequency-constrained unit commitment formulation, which co-optimizes the provision of energy and inertia services while accounting for their complementary…

The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…

We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…

We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

We investigate approximately optimal mechanisms in settings where bidders' utility functions are non-linear; specifically, convex, with respect to payments (such settings arise, for instance, in procurement auctions for energy). We provide…

A power market with non-convexities may not have an equilibrium price for power that provides economic stability of the centralized dispatch outcome. In this case, the market players are entitled to receive the uplift payments that…

We propose a constructive framework for the super-hedging problem of a European contingent claim under proportional transaction costs in discrete time. Our main contribution is an explicit recursive scheme that computes both the…

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

For a planar point set $P$, its convex hull is the smallest convex polygon that encloses all points in $P$. The construction of the convex hull from an array $I_P$ containing $P$ is a fundamental problem in computational geometry. By…

This paper proposes a sequential convex relaxation method for obtaining feasible and near-globally optimal solutions for unit commitment (UC) with AC transmission constraints. First, we develop a second-order cone programming (SOCP)…

In this paper, we explore the challenge of assortment planning in the context of quick-commerce, a rapidly-growing business model that aims to deliver time-sensitive products. In order to achieve quick delivery to satisfy the immediate…

Reconstructing a composition (union) of convex polytopes that perfectly fits the corresponding input point-cloud is a hard optimization problem with interesting applications in reverse engineering and rigid body dynamics simulations. We…

Collaborative machine learning (CML) provides a promising paradigm for democratizing advanced technologies by enabling cost-sharing among participants. However, the potential for rent-seeking behaviors among parties can undermine such…

A new algorithm for the determination of the relative convex hull in the plane of a simple polygon A with respect to another simple polygon B which contains A, is proposed. The relative convex hull is also known as geodesic convex hull, and…