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We propose a linear cutting-plane pricing algorithm tailored for large-scale electricity markets, addressing nonconvexities arising from the Alternating Current Optimal Power Flow equations. We benchmark our algorithm against a Direct…

In this paper, we bring consumer theory to bear in the analysis of Fisher markets whose buyers have arbitrary continuous, concave, homogeneous (CCH) utility functions representing locally non-satiated preferences. The main tools we use are…

In this paper, a multivariate constrained robust M-regression (MCRM) method is developed to estimate shaping coefficients for electricity forward prices. An important benefit of the new method is that model arbitrage can be ruled out at an…

We consider convex optimization problems with prioritized equality constraints, which may be infeasible. In many applications, such as network optimization and image reconstruction, it is often desirable to compute solutions that satisfy…

We consider an increasingly popular demand-response scenario where a user schedules the flexible electric vehicle (EV) charging load in response to real-time electricity prices. The objective is to minimize the total charging cost with user…

Online convex optimization with switching cost is considered under the frugal information setting where at time $t$, before action $x_t$ is taken, only a single function evaluation and a single gradient is available at the previously chosen…

In an electric power system, demand fluctuations may result in significant ancillary cost to suppliers. Furthermore, in the near future, deep penetration of volatile renewable electricity generation is expected to exacerbate the variability…

Efficient methods for large-scale security constrained unit commitment (SCUC) problems have long been an important research topic and a challenge especially in market clearing computation. For large-scale SCUC, the Lagrangian relaxation…

Price promotion optimization is a computationally challenging problem central to supermarket operations, requiring simultaneous pricing decisions across multiple products and periods. This paper introduces a novel formulation for…

We study robust versions of pricing problems where customers choose products according to a generalized extreme value (GEV) choice model, and the choice parameters are not known exactly but lie in an uncertainty set. We show that, when the…

We propose a novel computational method for unit commitment UC, which does not require linearized approximation and provides several orders of magnitude performance improvement over current state-of-the-art. The performance improvement is…

Synchronous Generators (SGs) currently provide important levels of Short-Circuit Current (SCC), a critical ancillary service that ensures line protections trip during short-circuit faults. Given the ongoing replacement of SGs by…

The increasing penetration of renewable energy in recent years has led to more uncertainties in power systems. These uncertainties have to be accommodated by flexible re- sources (i.e. upward and downward generation reserves). In this…

This work introduces an unconventional inexact augmented Lagrangian method where the augmenting term is a Euclidean norm raised to a power between one and two. The proposed algorithm is applicable to a broad class of constrained nonconvex…

We analyze pricing mechanisms in electricity markets with AC power flow equations that define a nonconvex feasible set for the economic dispatch problem. Specifically, we consider two possible pricing schemes. The first among these prices…

The dynamic pricing of electricity is one of the most crucial demand response (DR) strategies in smart grid, where the utility company typically adjust electricity prices to influence user electricity demand. This paper models the…

The potential of recovering the topology of a grid using solely publicly available market data is explored here. In contemporary whole-sale electricity markets, real-time prices are typically determined by solving the network-constrained…

In the online non-stochastic control problem, an agent sequentially selects control inputs for a linear dynamical system when facing unknown and adversarially selected convex costs and disturbances. A common metric for evaluating control…

Set-valued state estimation when in the presence of uncertainties in the model have been addressed in the literature essentially following three main approaches: i) interval arithmetic of the uncertain dynamics with the estimates; ii)…

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…