Justification of Constrained Game Equilibrium Models

We consider an extension of a noncooperative game where players have joint binding constraints. In this model, the constrained equilibrium can not be implemented within the same noncooperative framework and requires some other additional regulation procedures. We consider several approaches to resolution of this problem. In particular, a share allocation method is presented and substantiated. … Read more

HIGHER-ORDER METRIC SUBREGULARITY AND ITS APPLICATIONS

This paper is devoted to the study of metric subregularity and strong subregularity of any positive order $q$ for set-valued mappings in finite and infinite dimensions. While these notions have been studied and applied earlier for $q=1$ and—to a much lesser extent—for $q\in(0,1)$, no results are available for the case $q>1$. We derive characterizations of … Read more

The Quadratic Assignment Problem is Easy for Robinsonian Matrices

We present a new polynomially solvable case of the Quadratic Assignment Problem in Koopmans-Beckman form QAP(A,B), by showing that the identity permutation is optimal when A and B are respectively a Robinson similarity and dissimilarity matrix and one of A or B is a Toeplitz matrix. A Robinson (dis)similarity matrix is a symmetric matrix whose … Read more

Circuit and bond polytopes on series-parallel graphs

In this paper, we describe the circuit polytope on series-parallel graphs. We first show the existence of a compact extended formulation. Though not being explicit, its construction process helps us to inductively provide the description in the original space. As a consequence, using the link between bonds and circuits in planar graphs, we also describe … Read more

Conic approach to quantum graph parameters using linear optimization over the completely positive semidefinite cone

We investigate the completely positive semidefinite cone $\mathcal{CS}_+^n$, a new matrix cone consisting of all $n\times n$ matrices that admit a Gram representation by positive semidefinite matrices (of any size). In particular we study relationships between this cone and the completely positive and doubly nonnegative cones, and between its dual cone and trace positive non-commutative … Read more

Stochastic Topology Design Optimization for Continuous Elastic Materials

In this paper, we develop a stochastic model for topology optimization. We find robust structures that minimize the compliance for a given main load having a stochastic behavior. We propose a model that takes into account the expected value of the compliance and its variance. We show that, similarly to the case of truss structures, … Read more

Tight MIP Formulations of the Power-Based Unit Commitment Problem

This paper provides the convex hull description for the basic operation of slow- and quick-start units in power-based unit commitment (UC) problems. The basic operating constraints that are modeled for both types of units are: 1) generation limits and 2) minimum up and down times. Apart from this, the startup and shutdown processes are also … Read more

A Tight MIP Formulation of the Unit Commitment Problem with Start-up and Shut-down Constraints

This paper provides the convex hull description for the following basic operating constraints of a single power generation unit in Unit Commitment (UC) problems: 1) generation limits, 2) startup and shutdown capabilities, and 3) minimum up and down times. Although the model does not consider some crucial constraints, such as ramping, the proposed constraints can … Read more

Power-Capacity and Ramp-Capability Reserves for Wind Integration in Power-Based UC

This paper proposes a power-based network-constrained unit commitment (UC) model as an alternative to the traditional deterministic UCs to deal with wind generation uncertainty. The formulation draws a clear distinction between power-capacity and ramp-capability reserves to deal with wind production uncertainty. These power and ramp requirements can be obtained from wind forecast information. The model … Read more

An elementary proof of linear programming optimality conditions without using Farkas’ lemma

Although it is easy to prove the sufficient conditions for optimality of a linear program, the necessary conditions pose a pedagogical challenge. A widespread practice in deriving the necessary conditions is to invoke Farkas’ lemma, but proofs of Farkas’ lemma typically involve “nonlinear” topics such as separating hyperplanes between disjoint convex sets, or else more … Read more