A Personalized Switched Systems Approach for the Optimal Control of Ventricular Assist Devices based on Atrioventricular Plane Displacement

Objective: A promising treatment for congestive heart failure is the implementation of a left ventricular assist device (LVAD) that works as a mechanical pump. Modern LVADs work with adjustable constant rotor speed and provide therefore continuous blood flow; however, recently undertaken efforts try to mimic pulsatile blood flow by oscillating the pump speed. This work … Read more

A rolling-horizon approach for multi-period optimization

Mathematical optimization problems including a time dimension abound. For example, logistics, process optimization and production planning tasks must often be optimized for a range of time periods. Usually, these problems incorporating time structure are very large and cannot be solved to global optimality by modern solvers within a reasonable period of time. Therefore, the so-called … Read more

Computationally Efficient Approximations for Distributionally Robust Optimization

Distributionally robust optimization (DRO) is a modeling framework in decision making under uncertainty where the probability distribution of a random parameter is unknown while its partial information (e.g., statistical properties) is available. In this framework, the unknown probability distribution is assumed to lie in an ambiguity set consisting of all distributions that are compatible with … Read more

Γ-counterparts for robust nonlinear combinatorial and discrete optimization

Γ-uncertainties have been introduced for adjusting the degree of conservatism ofrobust counterparts of (discrete) linear optimization problems under interval uncertainty. Thisarticle’s contribution is a generalization of this approach to (mixed-integer) nonlinear optimizationproblems. We focus on the cases in which the uncertainty is linear but also derive formulationsfor the general case. We present cases where the … Read more

Consistent Second-Order Conic Integer Programming for Learning Bayesian Networks

Bayesian Networks (BNs) represent conditional probability relations among a set of random variables (nodes) in the form of a directed acyclic graph (DAG), and have found diverse applications in knowledge discovery. We study the problem of learning the sparse DAG structure of a BN from continuous observational data. The central problem can be modeled as … Read more

Submodular Function Minimization and Polarity

Using polarity, we give an outer polyhedral approximation for the epigraph of set functions. For a submodular function, we prove that the corresponding polar relaxation is exact; hence, it is equivalent to the Lov\’asz extension. The polar approach provides an alternative proof for the convex hull description of the epigraph of a submodular function. Computational … Read more

Deciding the Feasibility of a Booking in the European Gas Market is coNP-hard

We show that deciding the feasibility of a booking (FB) in the European entry-exit gas market is coNP-hard if a nonlinear potential-based flow model is used. The feasibility of a booking can be characterized by polynomially many load flow scenarios with maximum potential-difference, which are computed by solving nonlinear potential-based flow models. We use this … Read more

Exact and Approximation Algorithms for Sparse PCA

Sparse Principal Component Analysis (SPCA) is designed to enhance the interpretability of traditional Principal Component Analysis (PCA) by optimally selecting a subset of features that comprise the first principal component. Given the NP-hard nature of SPCA, most current approaches resort to approximate solutions, typically achieved through tractable semidefinite programs (SDPs) or heuristic methods. To solve SPCA to … Read more

A decision theoretic approach for waveform design in joint radar communications applications

In this paper, we develop a decision theoretic approach for radar waveform design to maximize the joint radar communications performance in spectral coexistence. Specifically, we develop an adaptive waveform design approach by posing the design problem as a partially observable Markov decision process (POMDP), which leads to a hard optimization problem. We extend an approximate … Read more

Enhancements of Extended Locational Marginal Pricing – Advancing Practical Implementation

Price formation is critical to efficient wholesale electricity markets that support reliable operation and efficient investment. The Midcontinent Independent System Operator (MISO) developed the Extended Locational Marginal Pricing (ELMP) with the goal of more completely reflecting resource costs and generally improving price formation to better incent market participation. MISO developed ELMP based on the mathematical … Read more