Haoxiang Yang

Globally Converging Algorithm for Multistage Stochastic Mixed-Integer Programs via Enhanced Lagrangian Cuts

  • Hanbin Yang
  • Haoxiang Yang
    • Categories (Mixed) Integer Linear Programming, Stochastic Programming Tags , ,

    This paper proposes a globally converging cutting-plane algorithm for solving multistage stochastic mixed-integer programs with general mixed-integer state variables. We demonstrate the generation process of Lagrangian cuts and show that Lagrangian cuts capture the convex envelope of value functions on a restricted region. To approximate nonconvex value functions to exactness, we propose to iteratively add … Read more

    Robust Optimization with Continuous Decision-Dependent Uncertainty with Applications in Demand Response Portfolio Management

  • Hongfan(Kevin) Chen
  • Xu Andy Sun
  • Haoxiang Yang
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , ,

    We consider a robust optimization problem with continuous decision-dependent uncertainty (RO-CDDU), which has two new features: an uncertainty set linearly dependent on continuous decision variables and a convex piecewise-linear objective function. We prove that RO-CDDU is strongly NP-hard in general and reformulate it into an equivalent mixed-integer nonlinear program (MINLP) with a decomposable structure to … Read more

    Optimizing Diesel Fuel Supply Chain Operations for Hurricane Relief

  • Daniel Duque
  • David P. Morton
  • Haoxiang Yang
    • Categories Applications - OR and Management Sciences, Stochastic Programming Tags , ,

    Hurricanes can cause severe property damage and casualties in coastal regions. Diesel fuel plays a crucial role in hurricane disaster relief. It is important to optimize fuel supply chain operations so that emergency demand for diesel can be mitigated in a timely manner. However, it can be challenging to estimate demand for fuel and make … Read more

    Optimal Power Flow in Distribution Networks under N-1 Disruptions: A Multi-stage Stochastic Programming Approach

  • Harsha Nagarajan
  • Haoxiang Yang
    • Categories Stochastic Programming Tags , , , ,

    Contingency research to find optimal operations and post-contingency recovery plans in distribution networks has gained a major attention in recent years. To this end, we consider a multi-period optimal power flow (OPF) problem in distribution networks, subject to the N-1 contingency where a line or distributed energy resource fails. The contingency can be modeled as … Read more

    Optimal Crashing of an Activity Network with Disruptions

  • David P. Morton
  • Haoxiang Yang
    • Categories Stochastic Programming Tags , , ,

    In this paper, we consider an optimization problem involving crashing an activity network under a single disruption. A disruption is an event whose magnitude and timing are random. When a disruption occurs the duration of an activity, which has not yet started, can change. We formulate a two-stage stochastic mixed integer program, in which the … Read more