Due to the increased utilization of gas-fired combined-cycle units for power generation in the U.S., accurate and computationally efficient models are more and more needed. The recently proposed edge-based formulation for combined-cycle units helps accurately describe the operations of combined-cycle units including capturing the transition processes and physical constraints for each turbine. In this paper, … Read more
Recently increasing penetration of renewable energy generation brings challenges for power system operators to perform efficient power generation daily scheduling, due to the intermittent nature of the renewable generation and discrete decisions of each generation unit. Among all aspects to be considered, unit commitment polytope is fundamental and embedded in the models at different stages … Read more
Standard load profiles (SLPs) are used to calculate the natural gas demand of non-daily metered customers based on temperature forecasts. The most recent version of natural gas SLPs in Germany was published by the Federal Association of Energy and Water in June 2015. With the concept SigLinDE, a linearization of the old SLPs was carried … Read more
Blackbox optimization problems are often contaminated with numerical noise, and direct search methods such as the Mesh Adaptive Direct Search (MADS) algorithm may get stuck at solutions artificially created by the noise. We propose a way to smooth out the objective function of an unconstrained problem using previously evaluated function evaluations, rather than resampling points. … Read more
In freight consolidation, a “fair” cost allocation scheme is critical for forming and sustaining horizontal cooperation that leads to reduced transportation cost. We study a cost-sharing problem in a freight consolidation system with one consolidation center and a common destination. In particular, we design a mechanism that collects bids from a set of suppliers, and … Read more
The cooperative energy management of aggregated buildings has recently received a great deal of interest due to substantial potential energy savings. These gains are mainly obtained in two ways: (i) Exploiting the load shifting capabilities of the cooperative buildings; (ii) Utilizing the expensive but energy efficient equipment that is commonly shared by the building community … Read more
The multiple traveling salesmen problem with moving targets (MT-SPMT) is a generalization of the classical traveling salesmen problem (TSP), where the targets (cities or objects) are moving over time. Additionally, for each target a visibility time window is given. The task is to find routes for several salesmen so that each target is reached exactly … Read more
Congestion in large cities and populated areas is one of the major challenges in urban logistics, and should be addressed at different planning and operational levels. The Time-Dependent Travelling Salesman Problem (TDTSP) is a generalization of the well known Traveling Salesman Problem (TSP) where the travel times are not assumed to be constant along the … Read more
In this paper, constraint and integer programming formulations are applied to solve Bandwidth Coloring Problem (BCP) and Bandwidth Multicoloring Problem (BMCP). The problems are modeled using distance geometry (DG) approaches, which are then used to construct the constraint programming formulation. The integer programming formulation is based on a previous formulation for the related Minimum Span … Read more
Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For serially uncorrelated markets, similar portfolios with more robust guarantees have been recently proposed. This paper extends these robust portfolios by accommodating non-zero autocorrelations that may reflect investors’ … Read more