We consider linear generalized Nash games and introduce the so-called cone condition which characterizes the smoothness of the Nikaido-Isoda function under weak assumptions. The latter mapping arises from a reformulation of the generalized Nash equilibrium problem as a possibly nonsmooth optimization problem. Other regularity conditions like LICQ or SMFC(Q) are only sufficient for smoothness, but … Read more
We study same-day delivery (SDD) distribution systems by formulating the Dynamic Dispatch Wave Problem (DDWP), which models a depot where delivery requests arrive dynamically throughout a service day. At any dispatch epoch (wave), the information available to the decision maker is (1) a set of known, open requests which remain unfulfilled, and (2) a set … Read more
With the introduction of new technologies like electric vehicles and smart grids the operation and planning of power systems are subject to major changes. These technologies can bring various ftexibilities to different entities involved in decision making. This paper proposes a robust optimization based method to optimal charging/discharging of electric vehicles con sidering the electricity … Read more
The root radius of a polynomial is the maximum of the moduli of its roots (zeros). We consider the following optimization problem: minimize the root radius over monic polynomials of degree $n$, with either real or complex coefficients, subject to $k$ consistent affine constraints on the coefficients. We show that there always exists an optimal … Read more
Dual-sourcing inventory systems, in which one supplier is faster (i.e. express) and more costly, while the other is slower (i.e. regular) and cheaper, arise naturally in many real-world supply chains. These systems are notoriously difficult to optimize due to the complex structure of the optimal solution and the curse of dimensionality, having resisted solution for … Read more
We propose an extension of the classical real-valued external penalty method to the multicriteria optimization setting. As its single objective counterpart, it also requires an external penalty function for the constraint set, as well as an exogenous divergent sequence of nonnegative real numbers, the so-called penalty parameters, but, differently from the scalar procedure, the vector-valued … Read more
In this paper we propose a new way to compute a warm starting point for a challenging global optimization problem related to Earth imaging in geophysics. The warm start consists of a velocity model that approximately solves a full-waveform inverse problem at low frequency. Our motivation arises from the availability of massively parallel computing platforms … Read more
A method for solving the optimal power flow (OPF) problem including HVDC connected offshore wind farms is presented in this paper. Different factors have been considered in the proposed method, namely, voltage source converter (VSC-HVDC) and line-commutated converter high-voltage DC (LCC-HVDC) link constraints, doubly fed induction generators’ (DFIGs) capability curve as well as the uncertainties … Read more
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
This paper aims at combining variable ordering structures with set relations in set optimization, which have been defined using the constant ordering cone before. Since the purpose is to connect these two important approaches in set optimization, we do not restrict our considerations to one certain relation. Conversely, we provide the reader with many new … Read more