We focus on solving robust principal component analysis (RPCA) arising from various applications such as information theory, statistics, engineering, and etc. We adopt a model to minimize the sum of observation error and sparsity measurement subject to the rank constraint. To solve this problem, we propose a two-step alternating minimization method. In one step, a … Read more
In this paper, we propose a partial convolution model for image delburring and denoising. We also devise a new linearized alternating direction method of multipliers (ADMM) with extension step. On one hand, the computation of its subproblem is dominated by several FFTs, hence its per-iteration cost is low, on the other hand, the relaxed parameter … Read more
In this paper, we study multi-period vehicle routing problems where the aim is to determine a minimum cost visit schedule and associated routing plan for each period using capacity-constrained vehicles. In our setting, we allow for customer service requests that are received dynamically over the planning horizon. In order to guarantee the generation of routing … Read more
Range anxiety, the persistent worry about not having enough battery power to complete a trip, remains one of the major obstacles to widespread electric-vehicle adoption. As cities look to attract more users to adopt electric vehicles, the emergence of wireless in-motion car charging technology presents itself as a solution to range anxiety. For a limited … Read more
This paper analyzes the interplay of transmission and storage investments in a multistage game that we translate into a bilevel market model. In particular, on the first level we assume that a transmission system operator chooses an optimal line investment and a corresponding optimal network fee. On the second level we model competitive firms that … Read more
This paper analyzes the effects of storage facilities on optimal zonal pricing in competitive electricity markets. In particular, we propose a zonal pricing model that comprises consumers, producers, and storage facilities on a network with constrained transmission capacities. In its two limit cases, our zonal pricing model includes the reference nodal pricing model as well … Read more
Electric vehicles are a prime candidate for use within an urban car sharing system, both from an economic and environmental perspective. However, their relatively short range necessitates frequent and rather time-consuming recharging throughout the day. Thus, charging stations must be built throughout the system’s operational area where cars can be charged between uses. In this … Read more
In this article, we introduce and study a two-stage stochastic optimization problem suitable to solve strategic optimization problems of car-sharing systems that utilize electric cars. By combining the individual advantages of car-sharing and electric vehicles, such electric car-sharing systems may help to overcome future challenges related to pollution, congestion, or shortage of fossil fuels. A … Read more
In this paper we present a stochastic optimization problem for a strategic major consumer who has flexibility over its consumption and can offer reserve. Our model is a bi-level optimization model (reformulated as a mixed-integer program) that embeds the optimal power flow problem, in which electricity and reserve are co-optimized. We implement this model for … Read more
This paper addresses the Entropic Value-at-Risk (EVaR), a recently introduced coherent risk measure. It is demonstrated that the norms induced by EVaR induce the same Banach spaces, irrespective of the confidence level. Three spaces, called the primal, dual, and bidual entropic spaces, corresponding with EVaR are fully studied. It is shown that these spaces equipped … Read more