Shabbir Ahmed

Data-Driven Maintenance and Operations Scheduling in Power Systems under Decision-Dependent Uncertainty

  • Shabbir Ahmed
  • Nagi Gebraeel
  • Beste Basciftci
    • Categories Applications - OR and Management Sciences, Applications - Science and Engineering Tags , , ,

    Generator maintenance scheduling plays a pivotal role in ensuring uncompromising operations of power systems. There exists a tight coupling between the condition of the generators and corresponding operational schedules, significantly affecting reliability of the system. In this study, we effectively model and solve an integrated condition-based maintenance and operations scheduling problem for a fleet of … Read more

    Rapid prototyping of parallel primal heuristics for domain specific MIPs: Application to maritime inventory routing

  • Shabbir Ahmed
  • Lluís-Miquel Munguía
  • George L. Nemhauser
  • Dimitri J. Papageorgiou
  • David A. Bader
  • Yufen Shao
    • Categories (Mixed) Integer Linear Programming, Parallel Algorithms, Transportation

    Parallel Alternating Criteria Search (PACS) relies on the combination of computer parallelism and Large Neighborhood Searches to attempt to deliver high quality solutions to any generic Mixed-Integer Program (MIP) quickly. While general-purpose primal heuristics are widely used due to their universal application, they are usually outperformed by domain-specific heuristics when optimizing a particular problem class. … Read more

    The Value of Multi-stage Stochastic Programming in Risk-averse Unit Commitment under Uncertainty

  • Shabbir Ahmed
  • M. Selim Akturk
  • Özlem Cavus
  • Ali Irfan Mahmutogullari
    • Categories Stochastic Programming Tags , ,

    Day-ahead scheduling of electricity generation or unit commitment is an important and challenging optimization problem in power systems. Variability in net load arising from the increasing penetration of renewable technologies have motivated study of various classes of stochastic unit commitment models. In two-stage models, the generation schedule for the entire day is fixed while the … Read more

    Decentralized Algorithms for Distributed Integer Programming Problems with a Coupling Cardinality Constraint

  • Shabbir Ahmed
  • George L. Nemhauser
  • Ezgi Karabulut
    • Categories 0-1 Programming, Parallel Algorithms Tags , ,

    We consider a multi-player optimization where each player has her own optimization problem and the individual problems are connected by a cardinality constraint on their shared resources. We give distributed algorithms that allow each player to solve their own optimization problem and still achieve a global optimization solution for problems that possess a concavity property. … Read more

    Bicriteria Approximation of Chance Constrained Covering Problems

  • Shabbir Ahmed
  • Weijun Xie
    • Categories Combinatorial Optimization, Robust Optimization, Stochastic Programming

    A chance constrained optimization problem involves constraints with random data which can be violated with probability bounded above by a prespecified small risk parameter. Such constraints are used to model reliability requirements in a variety of application areas such as finance, energy, service and manufacturing. Except under very special conditions, chance constrained problems are extremely … Read more

    Distributionally robust simple integer recourse

  • Shabbir Ahmed
  • Weijun Xie
    • Categories Integer Programming, Robust Optimization, Stochastic Programming Tags , , , ,

    The simple integer recourse (SIR) function of a decision variable is the expectation of the integer round-up of the shortage/surplus between a random variable with a known distribution and the decision variable. It is the integer analogue of the simple (continuous) recourse function in two stage stochastic linear programming. Structural properties and approximations of SIR … Read more

    Integrated Generator Maintenance and Operations Scheduling under Uncertain Failure Times

  • Shabbir Ahmed
  • Nagi Gebraeel
  • Murat Yildirim
  • Beste Basciftci
    • Categories Applications - Science and Engineering, Stochastic Programming Tags , ,

    Planning maintenances and operations is an important concern in power systems. Although optimization based joint maintenance and operations scheduling is studied in the literature, sudden disruptions due to random generator failures are not considered. In this paper we propose a stochastic mixed-integer programming approach for integrated condition-based maintenance and operations scheduling problem for a fleet … Read more

    Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming

  • Shabbir Ahmed
  • Xu Andy Sun
  • Jikai Zou
    • Categories Applications - Science and Engineering, Stochastic Programming Tags , ,

    Unit commitment (UC) is a key operational problem in power systems used to determine an optimal daily or weekly generation commitment schedule. Incorporating uncertainty in this already difficult mixed integer optimization problem introduces significant computational challenges. Most existing stochastic UC models consider either a two-stage decision structure, where the commitment schedule for the entire planning … Read more

    Optimized Bonferroni Approximations of Distributionally Robust Joint Chance Constraints

  • Shabbir Ahmed
  • Ruiwei Jiang
  • Weijun Xie
    • Categories Robust Optimization, Stochastic Programming Tags , ,

    A distributionally robust joint chance constraint involves a set of uncertain linear inequalities which can be violated up to a given probability threshold $\epsilon$, over a given family of probability distributions of the uncertain parameters. A conservative approximation of a joint chance constraint, often referred to as a Bonferroni approximation, uses the union bound to … Read more

    Scenario grouping and decomposition algorithms for chance-constrained programs

  • Shabbir Ahmed
  • Yan Deng
  • Huiwen Jia
  • Jon Lee
  • Siqian Shen
    • Categories Stochastic Programming

    A lower bound for a finite-scenario-based chance-constrained program is the quantile value corresponding to the sorted optimal objective values of scenario subproblems. This quantile bound can be improved by grouping subsets of scenarios at the expense of solving larger subproblems. The quality of the bound depends on how the scenarios are grouped. In this paper, … Read more