相关论文: An Extended Integral Unit Commitment Formulation a…

Reducing uplift payments has been a challenging problem for most wholesale markets in US. The main difficulty comes from the unit commitment discrete decision makings. Recently convex hull pricing has shown promises to reduce the uplift…

In certain electricity markets, because of non-convexities that arise from their operating characteristics, generators that follow the independent system operator's (ISO's) decisions may fail to recover their cost through sales of energy at…

The long-term average performance of the MISO downlink channel, with a large number of users compared to transmit antennas of the BS, depends on the interference management which necessitates the joint design problem of scheduling and…

We consider a general power market with price-sensitive consumer bids and non-convexities originating from supply (start-up and no-load costs, nonzero minimum output limits of generating units, etc.) and demand. The convex hull…

This paper presents a new dynamic pricing model (a.k.a. real-time pricing) that reflects startup costs of generators. Dynamic pricing, which is a method to control demand by pricing electricity at hourly (or more often) intervals, has been…

The system operator's scheduling problem in electricity markets, called unit commitment, is a non-convex mixed-integer program. The optimal value function is non-convex, preventing the application of traditional marginal pricing theory to…

The presence of non-convexities in electricity markets has been an active research area for about two decades. The -- inevitable under current marginal cost pricing -- problem of guaranteeing that no market participant incurs losses in the…

This paper describes the Conic Operator Splitting Method (COSMO) solver, an operator splitting algorithm for convex optimisation problems with quadratic objective function and conic constraints. At each step the algorithm alternates between…

Computationally efficient and automated generation of convex hulls is desirable for high throughput materials discovery of thermodynamically stable multi-species crystal structures. A convex hull genetic algorithm is proposed that uses…

Writing an uncomplicated, robust, and scalable three-dimensional convex hull algorithm is challenging and problematic. This includes, coplanar and collinear issues, numerical accuracy, performance, and complexity trade-offs. While there are…

The start up costs in many kinds of generators lead to complex cost structures, which in turn yield severe market loopholes in the locational marginal price (LMP) scheme. Convex hull pricing (a.k.a. extended LMP) is proposed to improve the…

Mixed-integer convex programming (MICP) has seen significant algorithmic and hardware improvements with several orders of magnitude solve time speedups compared to 25 years ago. Despite these advances, MICP has been rarely applied to…

This paper introduces a computationally efficient comparative approach to classical pricing rules for day-ahead electricity markets, namely Convex Hull Pricing, IP Pricing and European-like market rules, in a Power Exchange setting with…

This paper concentrates on the problem of associating an intelligent reflecting surface (IRS) to multiple users in a multiple-input single-output (MISO) downlink wireless communication network. The main objective of the paper is to maximize…

We consider fixed load power market with non-convexities originating from start-up and no-load costs of generators. The convex hull (minimal uplift) pricing method results in power prices minimizing the total uplift payments to generators,…

In this paper, we present convex hull formulations for a mixed-integer, multilinear term/function (MIMF) that features products of multiple continuous and binary variables. We develop two equivalent convex relaxations of an MIMF and study…

This paper investigates robust and secure multiuser multiple-input single-output (MISO) downlink communications assisted by a self-sustainable intelligent reflection surface (IRS), which can simultaneously reflect and harvest energy from…

Combinatorial optimization problems are computationally hard in general, but they are ubiquitous in our modern life. A coherent Ising machine (CIM) based on a multiple-pulse degenerate optical parametric oscillator (DOPO) is an alternative…

Multi-period portfolio optimization is important for real portfolio management, as it accounts for transaction costs, path-dependent risks, and the intertemporal structure of trading decisions that single-period models cannot capture.…

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…