相关论文: A Two-Step Warm Start Method Used for Solving Larg…

The multistage robust unit commitment (UC) is of paramount importance for achieving reliable operations considering the uncertainty of renewable realizations. The typical affine decision rule method and the robust feasible region method may…

Maintaining instantaneous balance between electricity supply and demand is critical for reliability and grid instability. System operators achieve this through solving the task of Unit Commitment (UC),ca high dimensional large-scale…

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms to estimate system…

We analyse a general class of bilevel problems, in which the upper-level problem consists in the minimization of a smooth objective function and the lower-level problem is to find the fixed point of a smooth contraction map. This type of…

This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…

This paper addresses the air traffic flow management research problem of determining reroute, ground delay and air delay for flights using stochastic weather forecast information. The overall goal is to minimize system-wide reroute and…

Mixed-Integer Linear Programming (MILP) is a foundational tool for complex decision-making problems. However, the NP-hard nature of MILP presents a significant computational challenge, motivating the development of machine learning-based…

We apply logic-based Benders decomposition (LBBD) to two-stage stochastic planning and scheduling problems in which the second-stage is a scheduling task. We solve the master problem with mixed integer/linear programming and the subproblem…

Linear discriminant analysis (LDA) is a powerful tool in building classifiers with easy computation and interpretation. Recent advancements in science technology have led to the popularity of datasets with high dimensions, high orders and…

We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity…

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

The size and complexity of modern astronomical surveys has grown to the point where, in many cases, traditional human scheduling of observations are tedious at best and impractical at worst. Automated scheduling algorithms present an…

Mixed integer nonlinear programming (MINLP) problems are encountered in modeling a physical/industrial process consisting both nonlinearity and discrete selective parameters. There are variety of algorithms for solving MINLP problems most…

The proliferation of heterogeneous chip multiprocessors in recent years has reached unprecedented levels. Traditional homogeneous platforms have shown fundamental limitations when it comes to enabling high-performance yet-ultra-low-power…

The aim of structured optimization is to assemble a solution, using a given set of (possibly uncountably infinite) atoms, to fit a model to data. A two-stage algorithm based on gauge duality and bundle method is proposed. The first stage…

We introduce two-stage stochastic min-max and min-min integer programs with bi-parameterized recourse (BTSPs), where the first-stage decisions affect both the objective function and the feasible region of the second-stage problem. To solve…

We introduce StoDCuP (Stochastic Dynamic Cutting Plane), an extension of the Stochastic Dual Dynamic Programming (SDDP) algorithm to solve multistage stochastic convex optimization problems. At each iteration, the algorithm builds lower…

This paper introduces a local planner that synergizes the decision making and trajectory planning modules towards autonomous driving. The decision making and trajectory planning tasks are jointly formulated as a nonlinear programming…

This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for…

In this paper, we propose novel mixed-integer linear programming (MIP) formulations to model decision problems posed as influence diagrams. We also present a novel heuristic that can be employed to warm start the MIP solver, as well as…