相关论文: An Integral Formulation and Convex Hull Pricing fo…
We study a robust toll pricing problem where toll setters and users have different level of information when taking their decisions. Toll setters do not have full information on the costs of the network and rely on historical information…
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…
In this paper, an effective method with time complexity of $\mathcal{O}(K^{3/2}N^2\log \frac{K}{\epsilon_0})$ is introduced to find an approximation of the convex hull for $N$ points in dimension $n$, where $K$ is close to the number of…
We consider a seller who offers services to a buyer with multi-unit demand. Prior to the realization of demand, the buyer receives a noisy signal of their future demand, and the seller can design contracts based on the reported value of…
In spite of the growing consideration for optimal execution in the financial mathematics literature, numerical approximations of optimal trading curves are almost never discussed. In this article, we present a numerical method to…
This paper evaluates several improvements to the memory layout of convex hulls to improve computation times for support point queries. The support point query is a fundamental part of common collision algorithms, and the work presented…
We propose a Model Predictive Control (MPC) with a single-step prediction horizon to approximate the solution of infinite horizon optimal control problems with the expected sum of convex stage costs for constrained linear uncertain systems.…
We look into modeling fuel cell hybrid trains for the purpose of optimizing their operation using convex optimization. Models and constraints necessary to form a physically feasible yet convex problem are reviewed. This effort is described…
Seeking the convex hull of an object is a very fundamental problem arising from various tasks. In this work, we propose two variational convex hull models using level set representation for 2-dimensional data. The first one is an exact…
Region extraction is necessary in a wide range of applications, from object detection in autonomous driving to analysis of subcellular morphology in cell biology. There exist two main approaches: convex hull extraction, for which exact and…
This paper studies the optimal spatial pricing for a ride-sourcing platform subject to a congestion charge. The platform determines the ride prices over the transportation network to maximize its profit, while the regulatory agency imposes…
The growing uncertainty from renewable power and electricity demand brings significant challenges to unit commitment (UC). While various advanced forecasting and optimization methods have been developed to predict better and address this…
In this paper we study the problem of calculating the convex hull of certain affine algebraic varieties. As we explain, the motivation for considering this problem is that certain pure-state measures of quantum entanglement, which we call…
Convex hulls are useful as tight bounding proxies for a variety of tasks including collision detection, ray intersection, and distance computation. Unfortunately, the complexity of polyhedral convex hulls grows linearly with their input. We…
A problem of optimally purchasing electricity at a real-valued spot price (that is, with potentially negative cost) has been recently addressed in De Angelis, Ferrari and Moriarty (2015) [SIAM J. Control Optim. 53(3)]. This problem can be…
This paper presents a framework for simultaneous bidding and pricing strategy for wholesale market participation of electric vehicle (EV) charging stations aggregator. The proposed framework incorporates the EV charging stations' technical…
Power systems incrementally and continuously upgrade their components, such as transmission lines, reactive capacitors, or generating units. Decision-making tools often support the selection of the best set of components to upgrade.…
The convex hull cheapest insertion heuristic produces good solutions to the Euclidean Traveling Salesperson Problem, but it has never been extended to the non-Euclidean problem. This paper uses multidimensional scaling to first project the…
We study problems arising in real-time auction markets, common in e-commerce and computational advertising, where bidders face the problem of calculating optimal bids. We focus upon a contract management problem where a demand aggregator is…
We consider the resource allocation problem and its numerical solution. The following constructions are demonstrated: 1) Walrasian price-adjustment mechanism for determining the equilibrium; 2) Decentralized role of the prices; 3) Slater's…