Applications – Science and Engineering

Risk-averse portfolio selection of renewable electricity generator investments in Brazil: An optimised multi-market commercialisation strategy

  • Sebastian Maier
  • Kenneth McKinnon
  • Alexandre Street
    • Categories Applications - Science and Engineering, Finance and Economics, Stochastic Programming Tags , , , ,

    Investment decisions in renewable energy sources such as small hydro, wind power, biomass and solar are frequently made in the context of enormous uncertainty surrounding both intermittent generation and the highly volatile electricity spot prices that are used for clearing of trades. This paper presents a new portfolio-based approach for selecting long-term investments in small-scale … Read more

    General Ellipse Packings in an Optimized Circle Using Embedded Lagrange Multipliers

  • Ignacio Castillo
  • Frank J. Kampas
  • János Pintér
    • Categories Applications - Science and Engineering, Global Optimization, Optimization Software and Modeling Systems

    The general ellipse packing problem is to find a non-overlapping arrangement of 𝑛 ellipses with (in principle) arbitrary size and orientation parameters inside a given type of container set. Here we consider the general ellipse packing problem with respect to an optimized circle container with minimal radius. Following the review of selected topical literature, we … Read more

    Approximate Versions of the Alternating Direction Method of Multipliers

  • Jonathan Eckstein
  • Wang Yao
    • Categories Convex Optimization, Data-Mining, Nonsmooth Optimization Tags , ,

    We present three new approximate versions of alternating direction method of multipliers (ADMM), all of which require only knowledge of subgradients of the subproblem objectives, rather than bounds on the distance to the exact subproblem solution. One version, which applies only to certain common special cases, is based on combining the operator-splitting analysis of the … Read more

    Semi-infinite programming using high-degree polynomial interpolants and semidefinite programming

  • Dávid Papp
    • Categories Semi-definite Programming, Semi-infinite Programming, Statistics Tags , , , ,

    In a common formulation of semi-infinite programs, the infinite constraint set is a requirement that a function parametrized by the decision variables is nonnegative over an interval. If this function is sufficiently closely approximable by a polynomial or a rational function, then the semi-infinite program can be reformulated as an equivalent semidefinite program. Solving this … Read more

    Robust optimization of dose-volume metrics for prostate HDR-brachytherapy incorporating target- and OAR volume delineation uncertainties

  • Marleen Balvert
  • Dick den Hertog
  • Aswin Hoffmann
    • Categories Biomedical Applications, Robust Optimization Tags , , , ,

    In radiation therapy planning, uncertainties in target volume definition yield a risk of underdosing the tumor. The classical way to prevent this in the context of external beam radiotherapy (EBRT) has been to expand the clinical target volume (CTV) with an isotropic margin to obtain the planning target volume (PTV). However, the EBRT-based PTV concept … Read more

    Robust Nonparametric Testing for Causal Inference in Observational Studies

  • Md. Noor-E-Alam
  • Cynthia Rudin
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Data-Mining Tags , , , , ,

    We consider the decision problem of making causal conclusions from observational data. Typically, using standard matched pairs techniques, there is a source of uncertainty that is not usually quanti fied, namely the uncertainty due to the choice of the experimenter: two di fferent reasonable experimenters can easily have opposite results. In this work we present an alternative … Read more

    Application of the Laminar Navier-Stokes Equations for Solving 2D and 3D Pathfinding Problems with Static and Dynamic Spatial Constraints. Implementation and validation in Comsol Multiphysics.

  • Benjamin Ivorra
    • Categories Applications - Science and Engineering, Other Topics, Transportation

    Pathfinding problems consist in determining the optimal shortest path, or at least one path, between two points in the space. In this paper, we propose a particular approach, based on methods used in Computational Fluid Dynamics, that intends to solve such problems. In particular, we reformulate pathfinding problems as the motion of a viscous fluid … Read more

    GasLib – A Library of Gas Network Instances

  • Denis Aßmann
  • Robert Burlacu
  • Imke Joormann
  • Thorsten Koch
  • Marc E. Pfetsch
  • Lars Schewe
  • Martin Schmidt
  • Mathias Sirvent
  • Jesco Humpola
  • Nikolaos Kanelakis
  • Djamal Oucherif
  • Robert Schwarz
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering Tags , , , ,

    The development of mathematical simulation and optimization models and algorithms for solving gas transport problems is an active field of research. In order to test and compare these models and algorithms, gas network instances together with demand data are needed. The goal of GasLib is to provide a set of publicly available gas network instances … Read more

    Acceleration of the PDHGM on strongly convex subspaces

  • Thomas Pock
  • Tuomo Valkonen
    • Categories Applications - Science and Engineering, Convex Optimization, Generalized Convexity/Monoticity Tags , , ,

    We propose several variants of the primal-dual method due to Chambolle and Pock. Without requiring full strong convexity of the objective functions, our methods are accelerated on subspaces with strong convexity. This yields mixed rates, $O(1/N^2)$ with respect to initialisation and $O(1/N)$ with respect to the dual sequence, and the residual part of the primal … Read more

    Sparse Recovery via Partial Regularization: Models, Theory and Algorithms

  • Xiaorui Li
  • Zhaosong Lu
    • Categories Nonlinear Optimization, Nonsmooth Optimization, Statistics Tags , , , , , , ,

    In the context of sparse recovery, it is known that most of existing regularizers such as $\ell_1$ suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class of models with partial regularizers for recovering a sparse solution of a linear system. We … Read more