Li Yang

Distributionally Robust Chance-Constrained Optimal Load Shedding Model for Active Distribution Networks Based on KDE

  • Xiaotong Qi
  • Wei Liu
  • Bo Yu
  • Li Yang
    • Categories Applications - Science and Engineering, Energy, Robust Optimization

    With the high penetration of distributed energy resources in active distribution networks(ADNs), forecast errors from renewables and loads pose significant risks of bilateral violations, including overvoltage/undervoltage and line overloads. To address this challenge, this paper proposes a KDE-DRCCO model that integrates kernel density estimation (KDE) with distributionally robust chance-constrained optimization (DRCCO). Leveraging the radial topology … Read more

    An Augmented Lagrangian Proximal Alternating Method for Sparse Discrete Optimization Problems

  • Xiaoliang Song
  • Yue Teng
  • Li Yang
  • Bo Yu
    • Categories Approximation Algorithms, Constrained Nonlinear Optimization, Finance and Economics

    In this paper, an augmented Lagrangian proximal alternating (ALPA) method is proposed for two class of large-scale sparse discrete constrained optimization problems in which a sequence of augmented Lagrangian subproblems are solved by utilizing proximal alternating linearized minimization framework and sparse projection techniques. Under the Mangasarian-Fromovitz and the basic constraint qualification, we show that any … Read more

    Penalty PALM Method for Cardinality Constrained Portfolio Selection Problems

  • Xiaoliang Song
  • Yue Teng
  • Li Yang
  • Bo Yu
    • Categories Constrained Nonlinear Optimization, Finance and Economics, Nonsmooth Optimization

    For reducing costs of market frictions, investors need to build a small-scale portfolio by solving a cardinality constrained portfolio selection problem which is NP-hard in general and not easy to be solved eciently for a large-scale problem. In this paper, we propose a penalty proximal alternat- ing linearized minimization method for the large-scale problems in … Read more