Applications – Science and Engineering

Affine Decision Rule Approximation to Immunize against Demand Response Uncertainty in Smart Grids’ Capacity Planning

  • Sajad Aliakbari-Sani
  • Olivier Bahn
  • Erick Delage
    • Categories Energy, Linear Programming, Robust Optimization Tags , , ,

    Generation expansion planning (GEP) is a classical problem that determines an optimal investment plan for existing and future electricity generation technologies. GEP is a computationally challenging problem, as it typically corresponds to a very large-scale problem that contains several sources of uncertainties. With the advent of demand response (DR) as a reserved capacity in modern … Read more

    Decentralized Failure-Tolerant Optimization of Electric Vehicle Charging

  • Ignacio Aravena
  • Steve Chaping
  • Colin Ponce
    • Categories Convex Optimization, Energy, Scheduling Tags , , ,

    We present a decentralized failure-tolerant algorithm for optimizing electric vehicle (EV) charging, using charging stations as computing agents. The algorithm is based on the alternating direction method of multipliers (ADMM) and it has the following features: (i) It handles capacity, peak demand, and ancillary services coupling constraints. (ii) It does not require a central agent … Read more

    A study of the relation between the single-row and the double-row facility layout problem

  • Mirko Dahlbeck
  • Anja Fischer
  • Philipp Hungerländer
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Facility Planning and Design Tags , ,

    The NP-hard Multi-Row Facility Layout Problem (MRFLP) consists of a set of one-dimensional departments and pairwise transport weights between them. It asks for a non-overlapping arrangement of the departments along a given number of rows such that the weighted sum of the horizontal center-to-center distances between the departments is minimized. We mainly focus on the … Read more

    Sparse Poisson regression via mixed-integer optimization

  • Kota Kudo
  • Yuichi Takano
  • Hiroki Saishu
    • Categories Integer Programming, Statistics Tags , , ,

    We present a mixed-integer optimization (MIO) approach to sparse Poisson regression. The MIO approach to sparse linear regression was first proposed in the 1970s, but has recently received renewed attention due to advances in optimization algorithms and computer hardware. In contrast to many sparse estimation algorithms, the MIO approach has the advantage of finding the … Read more

    Exterior-point Optimization for Nonconvex Learning

  • Shuvomoy Das Gupta
  • Bartolomeo Stellato
  • Bart Paul Gerard Van Parys
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization, Statistics Tags , , ,

    In this paper we present the nonconvex exterior-point optimization solver (NExOS)—a novel first-order algorithm tailored to constrained nonconvex learning problems. We consider the problem of minimizing a convex function over nonconvex constraints, where the projection onto the constraint set is single-valued around local minima. A wide range of nonconvex learning problems have this structure including … Read more

    Graph Recovery From Incomplete Moment Information

  • Didier Henrion
  • Jean-Bernard Lasserre
    • Categories Infinite Dimensional Optimization, Semi-definite Programming, Statistics Tags , , ,

    We investigate a class of moment problems, namely recovering a measure supported on the graph of a function from partial knowledge of its moments, as for instance in some problems of optimal transport or density estimation. We show that the sole knowledge of first degree moments of the function, namely linear measurements, is sufficient to … Read more

    Failure Probability Constrained AC Optimal Power Flow

  • Mihai Anitescu
  • Anirudh Subramanyam
  • Jacob Roth
    • Categories Energy, Nonlinear Optimization Tags ,

    Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underlying cascade potential. This paper posits a reliability-aware AC Optimal Power Flow formulation that seeks to design a dispatch point which has a low operator-specified likelihood of triggering a cascade starting … Read more

    Two decades of blackbox optimization applications

  • Stéphane Alarie
  • Charles Audet
  • Aïmen E. Gheribi
  • Michael Kokkolaras
  • Sébastien Le Digabel
    • Categories Applications - Science and Engineering, Chemical Engineering, Mechanical Engineering Tags , , ,

    This work reviews blackbox optimization applications over the last twenty years, addressed using direct search optimization methods. Emphasis is placed on the Mesh Adaptive Direct Search (MADS) derivative-free optimization algorithm. The core of the document describes applications in three specific fields: Energy, materials science, and computational engineering design. Other applications in science and engineering as … Read more

    New exact approaches for the combined cell layout problem and extensions of the multi-bay facility layout problem

  • Mirko Dahlbeck
  • Anja Fischer
  • Philipp Hungerländer
  • Kerstin Maier
    • Categories (Mixed) Integer Linear Programming, Facility Planning and Design Tags , , , ,

    In this paper we consider the Combined Cell Layout Problem (CCLP), the Multi-Bay Facility Layout Problem (MBFLP) and several generalizations of the MBFLP, which have wide applications, e.g., in factory planning, heavy manufacturing, semiconductor fabrication and arranging rooms in hospitals. Given a set of cells of type single-row or directed-circular and a set of one-dimensional … Read more

    Robot Dance: a mathematical optimization platform for intervention against Covid-19 in a complex network

  • Luis Gustavo Nonato
  • Claudia Sagastizábal
  • Paulo J. S. Silva
  • Pedro Peixoto
  • Tiago Pereira
    • Categories Biomedical Applications Tags , , ,

    Robot Dance is a computational platform developed in response to the coronavirus outbreak, to support the decision making on public policies at a regional level. The tool is suitable for understanding and suggesting levels of intervention needed to contain the spread of diseases when the mobility of inhabitants through a regional network is a concern. … Read more