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ADMM-based Unit and Time Decomposition for Price Arbitrage by Cooperative Price-Maker Electricity Storage Units

  • Miguel F. Anjos
  • James Cruise
  • Albert Solà Vilalta
    • Categories Convex Optimization, Dynamic Programming, Energy Tags , , , , , , ,

    Decarbonization via the integration of renewables poses significant challenges for electric power systems, but also creates new market opportunities. Electric energy storage can take advantage of these opportunities while providing flexibility to power systems that can help address these challenges. We propose a solution method for the optimal control of multiple price-maker electric energy storage … Read more

    Data-Driven Ranges of Near-Optimal Actions for Finite Markov Decision Processes

  • Wesley Marrero
  • Mariel S. Lavieri
  • Ambuj Tewari
  • Jeremy Sussman
  • Rodney A. Hayward
    • Categories Applications - OR and Management Sciences, Applications - Science and Engineering, Dynamic Programming Tags , , , , ,

    Markov decision process (MDP) models have been used to obtain non-stationary optimal decision rules in various applications, such as treatment planning in medical decision making. However, in practice, decision makers may prefer other strategies that are not statistically different from the optimal decision rules. To benefit from the decision makers’ expertise and provide flexibility in … Read more

    Interval Scheduling with Economies of Scale

  • Christopher Muir
  • Alejandro Toriello
    • Categories Dynamic Programming, Integer Programming, Scheduling Tags , , ,

    Motivated by applications in cloud computing, we study interval scheduling problems exhibiting economies of scale. An instance is given by a set of jobs, each with start time, end time, and a function representing the cost of scheduling a subset of jobs on the same machine. Specifically, we focus on the max-weight function and non-negative, … Read more

    Approximate Dynamic Programming for Crowd-shipping with In-store Customers

  • Kianoush Mousavi
  • Merve Bodur
  • Mucahit Cevik
  • Matthew J. Roorda
    • Categories Civil and Environmental Engineering, Dynamic Programming, Transportation Tags , , , ,

    Crowd-shipping has gained significant attention as a last-mile delivery option over the recent years. In this study, we propose a variant of dynamic crowd-shipping model with in-store customers as crowd-shippers to deliver online orders within few hours. We formulate the problem as a Markov decision process and develop an approximate dynamic programming (ADP) policy using … Read more

    A quasi-Newton method with Wolfe line searches for multiobjective optimization

  • Leandro Fonseca Prudente
  • D. R. Souza
    • Categories Multi-Criteria Optimization, Unconstrained Optimization Tags , , , ,

    We propose a BFGS method with Wolfe line searches for unconstrained multiobjective optimization problems. The algorithm is well defined even for general nonconvex problems. Global convergence and R-linear convergence to a Pareto optimal point are established for strongly convex problems. In the local convergence analysis, if the objective functions are locally strongly convex with Lipschitz … Read more

    A Trilevel Model for Segmentation of the Power Transmission Grid Cyber Network

  • Bryan Arguello
  • Jared Gearhart
  • Emma S. Johnson
    • Categories Network Optimization, Nonlinear Optimization, Other Topics Tags , , ,

    Network segmentation of a power grid’s communication system is one way to make the grid more resilient to cyber attacks. We develop a novel trilevel programming model to optimally segment a grid communication system, taking into account the actions of an information technolology (IT) administrator, attacker, and grid operator. The IT administrator is given an … Read more

    The Sharpe predictor for fairness in machine learning

  • Suyun Liu
  • Luis Nunes Vicente
    • Categories Convex and Nonsmooth Optimization, Multi-Criteria Optimization, Stochastic Programming Tags , , , ,

    In machine learning (ML) applications, unfair predictions may discriminate against a minority group. Most existing approaches for fair machine learning (FML) treat fairness as a constraint or a penalization term in the optimization of a ML model, which does not lead to the discovery of the complete landscape of the trade-offs among learning accuracy and … Read more

    A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems

  • Gabriele Eichfelder
  • Leo Warnow
    • Categories (Mixed) Integer Nonlinear Programming, Multi-Criteria Optimization Tags , ,

    In multi-objective mixed-integer convex optimization multiple convex objective functions need to be optimized simultaneously while some of the variables are only allowed to take integer values. In this paper we present a new algorithm to compute an enclosure of the nondominated set of such optimization problems. More precisely, we decompose the multi-objective mixed-integer convex optimization … Read more

    On implementation details and numerical experiments for the HyPaD algorithm to solve multi-objective mixed-integer convex optimization problems

  • Gabriele Eichfelder
  • Leo Warnow
    • Categories (Mixed) Integer Nonlinear Programming, Multi-Criteria Optimization Tags , ,

    In this paper we present insights on the implementation details of the hybrid patch decomposition algorithm (HyPaD) for convex multi-objective mixed-integer optimization problems. We discuss how to implement the SNIA procedure which is basically a black box algorithm in the original work by Eichfelder and Warnow. In addition, we present and discuss results for various … Read more

    Interpretable Policies and the Price of Interpretability in Hypertension Treatment Planning

  • Gian-Gabriel Garcia
  • Wesley Marrero
  • Lauren Steimle
  • Jeremy Sussman
    • Categories Applications - OR and Management Sciences, Applications - Science and Engineering, Dynamic Programming Tags , , , , ,

    Problem definition: Effective hypertension management is critical to reducing consequences of atherosclerotic cardiovascular disease, a leading cause of death in the United States. Clinical guidelines for hypertension can be enhanced using decision-analytic approaches, capable of capturing many complexities in treatment planning. However, model-generated recommendations may be uninterpretable/unintuitive, limiting their acceptability in practice. We address this … Read more