Electric Power Generation Expansion Planning (GEP) is the problem of determining an optimal construction and generation plan of both new and existing electric power plants to meet future electricity demand. We consider a stochastic optimization approach for this capacity expansion problem under demand and fuel price uncertainty. In a two-stage stochastic optimization model for GEP, … Read more
The objective of dynamic economic dispatch (DED) problem is to find the optimal dispatch of generation units in a given operation horizon to supply a pre-specified demand, while satisfying a set of constraints. In this paper, an efficient method based on Optimality Condition Decomposition (OCD) technique is proposed to solve the DED problem in real-time … Read more
We analyze alternating descent algorithms for minimizing the sum of a quadratic function and block separable non-smooth functions. In case the quadratic interactions between the blocks are pairwise, we show that the schemes can be accelerated, leading to improved convergence rates with respect to related accelerated parallel proximal descent. As an application we obtain very … 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
Recently, in the paper “Threshold Boolean form for joint probabilistic constraints with random technology matrix” (Math. Program. 147:391–427, 2014), Kogan and Lejeune proposed a set of mixed-integer programming formulations for probabilistically constrained stochastic programs having random constraint matrix and finite support distribution. We show that the proposed formulations do not in general correctly model such … Read more
This survey paper provides an overview of real options, in particular the connection with financial options, valuation methods (analytical methods vs numerical methods based on simulation, lattice approximations to stochastic processes and finite-difference methods) and a wide array of application areas, from R&D to operations management to renewable energy project selection. Citation Technical report, Lehigh … Read more
This paper deals with ill-posed bilevel programs, i.e., problems admitting multiple lower-level solutions for some upper-level parameters. Many publications have been devoted to the standard optimistic case of this problem, where the difficulty is essentially moved from the objective function to the feasible set. This new problem is simpler but there is no guaranty to … Read more
In this paper we are concerned with the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. We extend a primal-dual Newton Conjugate Gradients (pdNCG) method for CS problems. We provide an inexpensive and provably effective preconditioning technique for linear systems using pdNCG. Numerical results … Read more
Motivated by stochastic 0-1 integer programming problems with an expected utility objective, we study the mixed-integer nonlinear set: $P = \cset{(w,x)\in \reals \times \set{0,1}^N}{w \leq f(a’x + d), b’x \leq B}$ where $N$ is a positive integer, $f:\reals \mapsto \reals$ is a concave function, $a, b \in \reals^N$ are nonnegative vectors, $d$ is a real … 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