Recently, Guan, Pan, and Zohu presented a MIP model for the thermal single- unit commitment claiming that provides an integer feasible solution for any convex cost function. In this note we provide a counterexample to this statement and we produce evidence that the perspective function is needed for this aim. CitationResearch Report 19-03, Istituto di … Read more
The Unit Commitment (UC) problem in electrical power production requires to optimally operate a set of power generation units over a short time horizon (one day to a week). Operational constraints of each unit depend on its type (e.g., thermal, hydro, nuclear, …), and can be rather complex. For thermal units, typical ones concern minimum … Read more
We propose an optimization framework for stochastic optimal power flow with uncertain loads and renewable generator capacity. Our model follows previous work in assuming that generator outputs respond to load imbalances according to an affine control policy, but introduces a model of saturation of generator reserves by assuming that when a generator’s target level hits … Read more
This work presents the results of experimental operation of a solar-driven climate system using mixed-integer nonlinear Model Predictive Control (MPC). The system is installed in a university building and consists of two solar thermal collector fields, an adsorption cooling machine with different operation modes, a stratified hot water storage with multiple inlets and outlets as … Read more
We propose a new method for the classification task of distinguishing atrial Fibrillation (AFib) from regular atrial tachycardias including atrial Flutter (AFlu) on the basis of a surface electrocardiogram (ECG). Although recently many approaches for an automatic classification of cardiac arrhythmia were proposed, to our knowledge none of them can distinguish between these two. We … Read more
In this paper, we propose a framework of Inexact Proximal Stochastic Second-order (IPSS) methods for solving nonconvex optimization problems, whose objective function consists of an average of finitely many, possibly weakly, smooth functions and a convex but possibly nons- mooth function. At each iteration, IPSS inexactly solves a proximal subproblem constructed by using some positive … Read more
In 2013, Orlin proved that the max flow problem could be solved in $O(nm)$ time. His algorithm ran in $O(nm + m^{1.94})$ time, which was the fastest for graphs with fewer than $n^{1.06}$ arcs. If the graph was not sufficiently sparse, the fastest running time was an algorithm due to King, Rao, and Tarjan. We … Read more
We study uncertain linear complementarity problems (LCPs), i.e., problems in which the LCP vector q or the LCP matrix M may contain uncertain parameters. To this end, we use the concept of Gamma-robust optimization applied to the gap function formulation of the LCP. Thus, this work builds upon [16]. There, we studied Gamma-robustified LCPs for … Read more
This report gives a concise overview into genericity results for sets of matrices, linear and nonlinear equations as well as for unconstrained and constrained optimization problems. We present the generic behavior of non-parametric problems and parametric families of problems. The genericity analysis is based on results from differential geometry, in particular transversality theorems. ArticleDownload View … Read more
We give an explicit geometric way to build mixed-integer programming (MIP) formulations for unions of polyhedra. The construction is simply described in terms of spanning hyperplanes in an r-dimensional linear space. The resulting MIP formulation is ideal, and uses exactly r integer variables and 2 x (# of spanning hyperplanes) general inequality constraints. We use … Read more