Month: January 2015

Computationally Efficient Approach for the Minimization of Volume Constrained Vector-Valued Ginzburg-Landau Energy Functional

  • Rouhollah Tavakoli
    • Categories Applications - Science and Engineering

    The minimization of volume constrained vector-valued Ginzburg-Landau energy functional is considered in the present study. It has many applications in computational science and engineering, like the conservative phase separation in multiphase systems (such as the spinodal decomposition), phase coarsening in multiphase systems, color image segmentation and optimal space partitioning. A computationally efficient algorithm is presented … Read more

    Stochastic Real-Time Scheduling of Wind-thermal Generation Units in an Electric Utility

  • Andrew Keane
  • Alireza Soroudi
  • Abbas Rabiee
    • Categories Applications - OR and Management Sciences, Applications - Science and Engineering, Stochastic Programming Tags , ,

    The objective of dynamic economic dispatch (DED) problem is to find the optimal dispatch of generation units in a given operation horizon to supply a pre-specified demand, while satisfying a set of constraints. In this paper, an efficient method based on Optimality Condition Decomposition (OCD) technique is proposed to solve the DED problem in real-time … Read more

    A remark on accelerated block coordinate descent for computing the proximity operators of a sum of convex functions

  • Antonin Chambolle
  • Thomas Pock
    • Categories Convex and Nonsmooth Optimization Tags , ,

    We analyze alternating descent algorithms for minimizing the sum of a quadratic function and block separable non-smooth functions. In case the quadratic interactions between the blocks are pairwise, we show that the schemes can be accelerated, leading to improved convergence rates with respect to related accelerated parallel proximal descent. As an application we obtain very … Read more

    Information Gap Decision Theory Based OPF With HVDC Connected Wind Farms

  • Andrew Keane
  • Alireza Soroudi
  • Abbas Rabiee
    • Categories Applications - OR and Management Sciences, Other Topics Tags ,

    A method for solving the optimal power flow (OPF) problem including HVDC connected offshore wind farms is presented in this paper. Different factors have been considered in the proposed method, namely, voltage source converter (VSC-HVDC) and line-commutated converter high-voltage DC (LCC-HVDC) link constraints, doubly fed induction generators’ (DFIGs) capability curve as well as the uncertainties … Read more

    Partially Adaptive Stochastic Optimization for Electric Power Generation Expansion Planning

  • Shabbir Ahmed
  • Xu Andy Sun
  • Jikai Zou
    • Categories Stochastic Programming Tags , ,

    Electric Power Generation Expansion Planning (GEP) is the problem of determining an optimal construction and generation plan of both new and existing electric power plants to meet future electricity demand. We consider a stochastic optimization approach for this capacity expansion problem under demand and fuel price uncertainty. In a two-stage stochastic optimization model for GEP, … Read more

    Real Options: A Survey

  • Elcin Cetinkaya
  • Aurelie Thiele
    • Categories Applications - OR and Management Sciences Tags

    This survey paper provides an overview of real options, in particular the connection with financial options, valuation methods (analytical methods vs numerical methods based on simulation, lattice approximations to stochastic processes and finite-difference methods) and a wide array of application areas, from R&D to operations management to renewable energy project selection. CitationTechnical report, Lehigh University, … Read more

    A Counterexample to “Threshold Boolean form for joint probabilistic constraints with random technology matrix”

  • James R. Luedtke
    • Categories Stochastic Programming Tags , ,

    Recently, in the paper “Threshold Boolean form for joint probabilistic constraints with random technology matrix” (Math. Program. 147:391–427, 2014), Kogan and Lejeune proposed a set of mixed-integer programming formulations for probabilistically constrained stochastic programs having random constraint matrix and finite support distribution. We show that the proposed formulations do not in general correctly model such … Read more