Stochastic Real-Time Scheduling of Wind-thermal Generation Units in an Electric Utility

The objective of dynamic economic dispatch (DED) problem is to find the optimal dispatch of generation units in a given operation horizon to supply a pre-specified demand, while satisfying a set of constraints. In this paper, an efficient method based on Optimality Condition Decomposition (OCD) technique is proposed to solve the DED problem in real-time … Read more

Achieving Cost-Effective Power Grid Hardening through Transmission Network Topology Control

Vulnerability of power grid is a critical issue in power industry. In order to understand and reduce power grid vulnerability under threats, existing research often employs defender-attacker-defender (DAD) models to derive effective protection plans and evaluate grid performances under various contingencies. Transmission line switching (also known as topology control) is an effective operation to mitigate … Read more

A Cycle-Based Formulation and Valid Inequalities for DC Power Transmission Problems with Switching

It is well-known that optimizing network topology by switching on and off transmission lines improves the efficiency of power delivery in electrical networks. In fact, the USA Energy Policy Act of 2005 (Section 1223) states that the U.S. should “encourage, as appropriate, the deployment of advanced transmission technologies” including “optimized transmission line configurations”. As such, … Read more

Constrained trace-optimization of polynomials in freely noncommuting variables

The study of matrix inequalities in a dimension-free setting is in the realm of free real algebraic geometry (RAG). In this paper we investigate constrained trace and eigenvalue optimization of noncommutative polynomials. We present Lasserre’s relaxation scheme for trace optimization based on semidefinite programming (SDP) and demonstrate its convergence properties. Finite convergence of this relaxation … Read more

Error estimates for the Euler discretization of an optimal control problem with first-order state constraints

We study the error introduced in the solution of an optimal control problem with first order state constraints, for which the trajectories are approximated with a classical Euler scheme. We obtain order one approximation results in the $L^\infty$ norm (as opposed to the order 2/3 obtained in the literature). We assume either a strong second … Read more

A Versatile Heuristic Approach for Generalized Hub Location Problems

The usability of hub location models heavily depends on an appropriate modelling approach for the economies of scale. Realistic hub location models require more sophisticated transport cost structures than the traditional flow-independent discount. We develop a general modelling scheme for such problems allowing the definition of complicated (non-linear) costs and constraints; its structure allows an … Read more

Use of a Biobjective Direct Search Algorithm in the Process Design of Material Science Applications

This work describes the application of a direct search method to the optimization of problems of real industrial interest, namely three new material science applications designed with the FactSage software. The search method is BiMADS, the biobjective version of the mesh adaptive direct search (MADS) algorithm, designed for blackbox optimization. We give a general description … Read more

Approximating the Minimum Hub Cover Problem on Planar Graphs

We study an approximation algorithm with a performance guarantee to solve a new NP-hard optimization problem on planar graphs. The problem, which is referred to as the minimum hub cover problem, has recently been introduced to the literature to improve query processing over large graph databases. Planar graphs also arise in various graph query processing … Read more

Mathematical Programming Models Based on Hub Covers in Graph Query Processing

The use of graph databases for social networks, images, web links, pathways and so on, has been increasing at a fast pace and promotes the need for efficient graph query processing on such databases. In this study, we discuss graph query processing — referred to as graph matching — and an inherent optimization problem known … Read more

The Value of Flexibility in Robust Location-Transportation Problems

This article studies a multi-period capacitated fixed-charge location-transportation problem in which, while the location and capacity of each facility need to be determined immediately, the determination of final production and distribution of products can be delayed until actual orders are received in each period. In contexts where little is known about future demand, robust optimization, … Read more