Reliable Frequency Regulation through Vehicle-to-Grid: Encoding Legislation with Robust Constraints

Problem definition: Vehicle-to-grid increases the low utilization rate of privately owned electric vehicles by making their batteries available to electricity grids. We formulate a robust optimization problem that maximizes a vehicle owner’s expected profit from selling primary frequency regulation to the grid and guarantees that market commitments are met at all times for all frequency … Read more

Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply certifiably optimal principal components with more than $p=100s$ of variables. By reformulating sparse PCA as a convex mixed-integer semidefinite optimization problem, we design a … Read more

A tactical maintenance optimization model for multiple interconnected energy production systems

Multiple interconnected energy production systems are a common solution to satisfy the energy demand of industrial processes. Such energy demand is usually the combination of various energy types such as heat and electricity. This implies the installation of different technologies able to produce one or multiple energy types, to satisfy all energy needs. However, multiple … Read more

Optimising the assignment of swabs and reagents for PCR testing during a viral epidemic

Early large-scale swab testing is a fundamental tool for health authorities to assess the prevalence of a virus and enact appropriate mitigation measures during an epidemic. The COVID-19 pandemic has shown that the availability of chemical reagents required to carry out the tests is often a bottleneck in increasing a country’s testing capacity. Further, demand … Read more

Data Approximation by L1 Spline Fits with Free Knots

L1 spline fits are a class of spline models that have shown advantages in approximating irregular and multiscale data. This paper investigates the knot placement problem of L1 spline fits under two scenarios. If the number of knots is given, we propose an augmented Lagrangian method to solve the bilevel L1 spline fit problem and … Read more

Enhancements to the DIDO© Optimal Control Toolbox

In 2020, DIDO© turned 20! The software package emerged in 2001 as a basic, user-friendly MATLAB teaching tool to illustrate the various nuances of Pontryagin’s Principle but quickly rose to prominence in 2007 after NASA announced it had executed a globally optimal maneuver using DIDO. Since then, the toolbox has grown in applications well beyond … Read more

Mixed-Integer Nonlinear Optimization for District Heating Network Expansion

We present a mixed-integer nonlinear optimization model for computing the optimal expansion of an existing tree-shaped district heating network given a number of potential new consumers. To this end, we state a stationary and nonlinear model of all hydraulic and thermal effects in the pipeline network as well as nonlinear models for consumers and the … Read more

High Dimensional Three-Periods Locally Ideal MIP Formulations for the UC Problem

The thermal unit commitment (UC) problem often can be formulated as a mixed integer quadratic programming (MIQP), which is difficult to solve efficiently, especially for large-scale instances. The tighter characteristic re-duces the search space, therefore, as a natural conse-quence, significantly reduces the computational burden. In the literature, many tightened formulations for single units with parts … Read more

Modular-topology optimization with Wang tilings: An application to truss structures

Modularity is appealing for solving many problems in optimization. It brings the benefits of manufacturability and reconfigurability to structural optimization, and enables a trade-off between the computational performance of a Periodic Unit Cell (PUC) and the efficacy of non-uniform designs in multi-scale material optimization. Here, we introduce a novel strategy for concurrent minimum-compliance design of … Read more

Mathematical Optimization and Machine Learning for Efficient Urban Traffic

Traffic jams cause economical damage which has been estimated between 10 and 100 billion Euros per year in Germany, also due to inefficient urban traffic. It is currently open how the situation will change with upcoming technological advances in autonomous and electric mobility. On the one hand, autonomous cars may lead to an increased number … Read more