Real-Time Dispatchability of Bulk Power Systems with Volatile Renewable Generations

The limited predictability and high variability of renewable generations has brought significant challenges on the real-time operation of bulk power systems. This paper proposes the concept of real-time dispatchability (RTDA) of power systems with variable energy resources, which focuses on investigating the impact of operating constraints and the cost of corrective actions on the flexibility … Read more

Robust Testing for Causal Inference in Observational Studies

A vast number of causal inference studies use matching techniques, where treatment cases are matched with similar control cases. For observational data in particular, we claim there is a major source of uncertainty that is essentially ignored in these tests, which is the way the assignments of matched pairs are constructed. It is entirely possible, … Read more

Discrete optimization methods to fit piecewise-affine models to data points

Fitting piecewise affine models to data points is a pervasive task in many scientific disciplines. In this work, we address the k- Piecewise Affine Model Fitting with Pairwise Linear Separability problem (k-PAMF-PLS) where, given a set of real points and the corresponding observations, we have to partition the real domain into k pairwise linearly separable … Read more

Calibration by Optimization Without Using Derivatives

Applications in engineering frequently require the adjustment of certain parameters. While the mathematical laws that determine these parameters often are well understood, due to time limitations in every day industrial life, it is typically not feasible to derive an explicit computational procedure for adjusting the parameters based on some given measurement data. This paper aims … Read more

Successive Rank-One Approximations of Nearly Orthogonally Decomposable Symmetric Tensors

Many idealized problems in signal processing, machine learning and statistics can be reduced to the problem of finding the symmetric canonical decomposition of an underlying symmetric and orthogonally decomposable (SOD) tensor. Drawing inspiration from the matrix case, the successive rank-one approximations (SROA) scheme has been proposed and shown to yield this tensor decomposition exactly, and … Read more

Computational Optimization of Gas Compressor Stations: MINLP Models vs. Continuous Reformulations

When considering cost-optimal operation of gas transport networks, compressor stations play the most important role. Proper modeling of these stations leads to complicated mixed-integer nonlinear and nonconvex optimization problems. In this article, we give an isothermal and stationary description of compressor stations, state MINLP and GDP models for operating a single station, and discuss several … Read more

Nonsmooth Methods for Control Design with Integral Quadratic Constraints

We develop an optimization technique to compute local solutions to synthesis problems subject to integral quadratic constraints (IQCs). We use the fact that IQCs may be transformed into semi-infinite maximum eigenvalue constraints over the frequency axis and approach them via nonsmooth optimization methods. We develop a suitable spectral bundle method and prove its convergence in … Read more

Perfect dimensional ratios and optimality of some empirical numerical standards

Experience and observations often underlie some widely used numerical characteristics. The problem is in the extent to which such characteristics are optimal. The paper presents results of theoretical analysis of the most frequently used numerical characteristics regarding the number of classes in classification systems, of the base of the number system, and of the level … Read more

On the application of the spectral projected gradient method in image segmentation

We investigate the application of the nonmonotone spectral projected gradient (SPG) method to a region-based variational model for image segmentation. We consider a “discretize-then-optimize” approach and solve the resulting nonlinear optimization problem by an alternating minimization procedure that exploits the SPG2 algorithm by Birgin, Martì­nez and Raydan (SIAM J. Optim., 10(4), 2000). We provide a … Read more

The Cyclic Block Conditional Gradient Method for Convex Optimization Problems

In this paper we study the convex problem of optimizing the sum of a smooth function and a compactly supported non-smooth term with a specific separable form. We analyze the block version of the generalized conditional gradient method when the blocks are chosen in a cyclic order. A global sublinear rate of convergence is established … Read more