Stochastic DC Optimal Power Flow With Reserve Saturation

We propose an optimization framework for stochastic optimal power flow with uncertain loads and renewable generator capacity. Our model follows previous work in assuming that generator outputs respond to load imbalances according to an affine control policy, but introduces a model of saturation of generator reserves by assuming that when a generator’s target level hits … Read more

Experimental operation of a solar-driven climate system with thermal energy storages using mixed-integer nonlinear MPC

This work presents the results of experimental operation of a solar-driven climate system using mixed-integer nonlinear Model Predictive Control (MPC). The system is installed in a university building and consists of two solar thermal collector fields, an adsorption cooling machine with different operation modes, a stratified hot water storage with multiple inlets and outlets as … Read more

Stochastic Discrete First-order Algorithm for Feature Subset Selection

This paper addresses the problem of selecting a significant subset of candidate features to use for multiple linear regression. Bertsimas et al. (2016) recently proposed the discrete first-order (DFO) algorithm to efficiently find near-optimal solutions to this problem. However, this algorithm is unable to escape from locally optimal solutions. To resolve this, we propose a … Read more

Template-based Minor Embedding for Adiabatic Quantum Optimization

Quantum Annealing (QA) can be used to quickly obtain near-optimal solutions for Quadratic Unconstrained Binary Optimization (QUBO) problems. In QA hardware, each decision variable of a QUBO should be mapped to one or more adjacent qubits in such a way that pairs of variables defining a quadratic term in the objective function are mapped to … Read more

Nonlinear Optimization of District Heating Networks

We develop a complementarity-constrained nonlinear optimization model for the time-dependent control of district heating networks. The main physical aspects of water and heat flow in these networks are governed by nonlinear and hyperbolic 1d partial differential equations. In addition, a pooling-type mixing model is required at the nodes of the network to treat the mixing … Read more

Branch-and-cut-and-price for the Cardinality-constrained Multi-cycle Problem in Kidney Exchange

The establishment of kidney exchange programs has dramatically improved rates for kidney transplants by matching donors to compatible patients who would otherwise fail to receive a kidney for transplant. Rather than simply swapping kidneys between two patient-donor pairs, having multiple patient-donors pairs simultaneously donate kidneys in a cyclic manner enables all participants to receive a … Read more

A sparse semismooth Newton based augmented Lagrangian method for large-scale support vector machines

Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numerical difficulties of the SVMs will become severe with the increase of the sample size. Although there exist many … Read more

Objective Selection for Cancer Treatment: An Inverse Optimization Approach

In radiation therapy treatment-plan optimization, selecting a set of clinical objectives that are tractable and parsimonious yet effective is a challenging task. In clinical practice, this is typically done by trial and error based on the treatment planner’s subjective assessment, which often makes the planning process inefficient and inconsistent. We develop the objective selection problem … Read more

On Polyhedral and Second-Order-Cone Decompositions of Semidefinite Optimization Problems

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method’s convergence, under a boundedness assumption. By relating the method’s rate of convergence to an initial outer approximation’s diameter, we argue that the method performs well when initialized with a second-order-cone approximation, instead of a linear approximation. We invoke … Read more

Operations Planning Experiments for Power Systems with High Renewable Resources

Driven by ambitious renewable portfolio standards, variable energy resources (such as wind and solar) are expected to impose unprecedented levels of uncertainty to power system operations. The current practice of planning operations with deterministic optimization tools may be ill-suited for a future where uncertainty is abundant. To overcome the reliability challenges associated with the large-scale … Read more