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This paper describes the application of a Progressive Hedging (PH) algorithm to the least-cost var planning under uncertainty. The method PH is a scenario-based decomposition technique for solving stochastic programs, i.e., it decomposes a…

最优化与控制 · 数学 2020-04-21 Igor Carvalho , Tiago Andrade , Joaquim Dias Garcia , Maria de Lujan Latorre

In this paper, the differences between an integrated and hierarchical generation and transmission expansion planning approaches are first described. Then, the hierarchical approach is described in detail. In general terms, in this scheme…

Driven by ambitious renewable portfolio standards, large-scale inclusion of variable energy resources (such as wind and solar) are expected to introduce unprecedented levels of uncertainty into power system operations. The current practice…

系统与控制 · 电气工程与系统科学 2021-08-02 Semih Atakan , Harsha Gangammanavar , Suvrajeet Sen

We investigate multi-stage demand uncertainty for the multi-item multi-echelon capacitated lot sizing problem with setup carry-over. Considering a multi-stage decision framework helps to quantify the benefits of being able to adapt…

最优化与控制 · 数学 2025-03-28 Manuel Schlenkrich , Jean-François Cordeau , Sophie N. Parragh

Transmission expansion planning (TEP) plays a critical role in ensuring power system reliability and facilitating the integration of renewable energy resources. However, this process requires planners to constantly deal with significant…

系统与控制 · 电气工程与系统科学 2026-04-21 Victor Schmitt , Farzaneh Pourahmadi , Angela Flores-Quiroz , Pablo Apablaza , Pierluigi Mancarella

Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…

分布式、并行与集群计算 · 计算机科学 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

The progressive hedging algorithm (PHA) is a cornerstone among algorithms for large-scale stochastic programming problems. However, its traditional implementation is hindered by some limitations, including the requirement to solve all…

最优化与控制 · 数学 2025-03-13 Di Zhang , Yihang Zhang , Suvrajeet Sen

The increasing number of gas-fired units has significantly intensified the coupling between power and gas networks. Traditionally, the nonlinearity and nonconvexity in gas flow equations, together with renewable-induced stochasticity,…

系统与控制 · 电气工程与系统科学 2020-06-17 Haizhou Liu , Xinwei Shen , Qinglai Guo , Hongbin Sun , Wenzhi Zhao , Xinyi Zhao

We consider multi-value expansion planning (MEP), a general bilevel optimization model in which a planner optimizes arbitrary functions of the dispatch outcome in the presence of a partially controllable, competitive electricity market. The…

最优化与控制 · 数学 2024-04-02 Anthony Degleris , Abbas El Gamal , Ram Rajagopal

Network design under uncertainty arises in countless real-world settings and can be captured by the Stochastic Steiner Tree Problem (SSTP). Although there are a few approaches specifically tailored to this stochastic optimization problem,…

最优化与控制 · 数学 2026-03-02 Berend Markhorst , Alessandro Zocca , Joost Berkhout , Rob van der Mei

Transmission Expansion Planning (TEP) is the process of optimizing the development and upgrade of the power grid to ensure reliable, efficient, and cost-effective electricity delivery while addressing grid constraints. To support growing…

系统与控制 · 电气工程与系统科学 2024-12-06 Kevin Wu , Rabab Haider , Pascal Van Hentenryck

We present a unified probabilistic framework for simultaneous trajectory estimation and planning (STEAP). Estimation and planning problems are usually considered separately, however, within our framework we show that solving them…

机器人学 · 计算机科学 2018-07-30 Mustafa Mukadam , Jing Dong , Frank Dellaert , Byron Boots

Applications such as megaregional planning require efficient methods for solving traffic assignment problems (TAPs) on large-scale networks. We propose a decomposition heuristic that generates approximate TAP solutions by partitioning the…

最优化与控制 · 数学 2022-06-28 Venktesh Pandey , Priyadarshan N. Patil

In this paper, a dynamic (i.e. multi-year) hybrid model is presented for Transmission Expansion Planning (TEP) utilizing the High Voltage Alternating Current (HVAC) and multiterminal Voltage Sourced Converter (VSC)-based High Voltage Direct…

系统与控制 · 电气工程与系统科学 2023-10-10 Mojtaba Moradi-Sepahvand , Turaj Amraee

We propose explicitly incorporating large-scale load siting into a stochastic nodal power system capacity expansion planning model that concurrently co-optimizes generation, transmission and storage expansion. The potential operational…

最优化与控制 · 数学 2026-04-17 Tomas Valencia Zuluaga , Simon Pang , Jean-Paul Watson

This paper proposes a stable sparse rapidly-exploring random trees (SST) algorithm to solve the optimal motion planning problem for hybrid systems. At each iteration, the proposed algorithm, called HySST, selects a vertex with the lowest…

机器人学 · 计算机科学 2023-05-31 Nan Wang , Ricardo G. Sanfelice

This paper proposes a stochastic optimal preparation and resource allocation method for upcoming extreme weather events in distribution systems, which can assist utilities to achieve faster and more efficient post-event restoration. With…

系统与控制 · 电气工程与系统科学 2021-09-22 Qianzhi Zhang , Zhaoyu Wang , Shanshan Ma , Anmar Arif

Dispatchability of renewable energy sources and inflexible loads can be achieved using a volatility-compensating energy storage. However, as the future power outputs of the inflexible devices are uncertain, the computation of a dispatch…

系统与控制 · 计算机科学 2018-05-25 R. R. Appino , J. Á. González Ordiano , R. Mikut , V. Hagenmeyer , T. Faulwasser

Efficiently handling time-triggered and possibly nondeterministic switches for hybrid systems reachability is a challenging task. In this paper we present an approach based on conservative set-based enclosure of the dynamics that can handle…

系统与控制 · 电气工程与系统科学 2022-07-07 Marcelo Forets , Daniel Freire , Christian Schilling

Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…

机器学习 · 计算机科学 2013-11-26 Xiao-Tong Yuan , Ping Li , Tong Zhang
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