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We consider a microgrid with random load realization, stochastic renewable energy production, and an energy storage unit. The grid controller provides the total net load trajectory that the microgrid should present to the main grid and the…

最优化与控制 · 数学 2016-11-29 Ashkan Zeinalzadeh , Vijay Gupta

Future power grids will entail large fleets of storage devices capable of scheduling their charging/discharging profiles so as to achieve lower peak demand and reduce energy bills, by shifting absorption times in sync with the availability…

最优化与控制 · 数学 2021-11-04 David Angeli , Zihang Dong , Goran Strbac

Currently, the characterization of electric energy storage units used for power system operation and planning models relies on two major assumptions: charge and discharge efficiencies, and power limits are constant and independent of the…

系统与控制 · 电气工程与系统科学 2024-12-20 Alvaro Gonzalez-Castellanos , David Pozo , Aldo Bischi

We consider the worst-case load-shedding problem in electric power networks where a number of transmission lines are to be taken out of service. The objective is to identify a pre-specified number of line outage that leads to the maximum…

最优化与控制 · 数学 2018-10-22 Fu Lin

Economic dispatch problem for a networked power system has been considered. The objective is to minimize the total generation cost while meeting the overall supply-demand balance and generation capacity. In particular, a more practical…

系统与控制 · 计算机科学 2019-05-01 Seungjoon Lee , Hyungbo Shim

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…

最优化与控制 · 数学 2021-10-26 Rabee Jibrin , Stuart Hillmansen , Clive Roberts

Motivated by modern regression applications, in this paper, we study the convexification of a class of convex optimization problems with indicator variables and combinatorial constraints on the indicators. Unlike most of the previous work…

最优化与控制 · 数学 2021-06-17 Linchuan Wei , Andres Gomez , Simge Kucukyavuz

The fluctuations of electricity prices in demand response schemes and intermittency of renewable energy supplies necessitate the adoption of energy storage in microgrids. However, it is challenging to design effective real-time energy…

数据结构与算法 · 计算机科学 2017-09-25 Chi-Kin Chau , Guanglin Zhang , Minghua Chen

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

最优化与控制 · 数学 2017-11-06 Lars Siemer , Wided Medjroubi

A continuous-time financial portfolio selection model with expected utility maximization typically boils down to solving a (static) convex stochastic optimization problem in terms of the terminal wealth, with a budget constraint. In…

投资组合管理 · 定量金融 2022-01-07 Hanqing Jin , Zuo Quan Xu , Xun Yu Zhou

Exact free energy minimization is a convex optimization problem that is usually approximated with stochastic sampling methods. Deterministic approximations have been less successful because many desirable properties have been difficult to…

计算物理 · 物理学 2016-03-17 Jonathan E. Moussa

We consider a utility-maximization problem in a general semimartingale financial model, subject to constraints on the number of shares held in each risky asset. These constraints are modeled by predictable convex-set-valued processes whose…

投资组合管理 · 定量金融 2013-02-25 Kasper Larsen , Gordan Žitković

Storage-concerned Optimal Power Flow (OPF) with complementarity constraints is highly non-convex and intractable. In this paper, we propose two generalized sufficient conditions which guarantee no simultaneous charging and discharging (SCD)…

最优化与控制 · 数学 2023-11-14 Qi Wang , Wenchuan Wu , Chenhui Lin , Shuwei Xu , Xueliang Li

Electric power systems are increasingly turning to energy storage systems to balance supply and demand. But how much storage is required? What is the optimal volume of storage in a power system and on what does it depend? In addition, what…

理论经济学 · 经济学 2025-11-27 Darryl Biggar , Mohammad Reza Hesamzadeh

Industrial refrigeration systems have substantial energy needs, but optimizing their operation remains challenging due to the tension between minimizing energy costs and meeting strict cooling requirements. Load shifting--strategic…

最优化与控制 · 数学 2025-10-07 Vade Shah , Yohan John , Ethan Freifeld , Lily Y. Chen , Jason R. Marden

The solvability set of a power network - the set of all power injection vectors for which the corresponding Power Flow equations admit a solution - is central to power systems stability and security, as well as to the tightness of Optimal…

最优化与控制 · 数学 2020-04-07 Anatoly Dymarsky , Konstantin Turitsyn

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

最优化与控制 · 数学 2019-11-21 Danylo Malyuta , Behcet Acikmese

To support planning of alternative fuel technology (e.g., battery-electric locomotives) deployment for decarbonizing non-electrified freight rail, we develop a convex optimization formulation with a closed-form solution to determine the…

系统与控制 · 电气工程与系统科学 2024-12-30 Max T. M. Ng , Adrian Hernandez , Pablo L. Durango-Cohen , Hani S. Mahmassani

The reliable operation of large-scale electric power networks is increasingly challenging, particularly with the integration of stochastic renewable generation. In this work, we address the problem of minimizing network transients by…

系统与控制 · 电气工程与系统科学 2026-05-29 Gerald Ogbonna , David Bindel , Lindsay C. Anderson

This paper examines the value of storage in securing reliability of a system with uncertain supply and demand, and supply friction. The storage is frictionless as a supply source, but once used, it cannot be filled up instantaneously. The…

最优化与控制 · 数学 2011-09-30 Ali ParandehGheibi , Mardavij Roozbehani , Asuman Ozdaglar , Munther A Dahleh