Alternating current optimal power flow (AC OPF) is one of the most fundamental optimization problems in electrical power systems. It can be formulated as a semidefinite program (SDP) with rank constraints. Solving AC OPF, that is, obtaining near optimal primal solutions as well as high quality dual bounds for this non-convex program, presents a major … Read more
Recently, Chubanov proposed an interesting new polynomial-time algorithm for linear program. In this paper, we extend his algorithm to second-order cone programming. ArticleDownload View PDF
The multiple traveling salesmen problem with moving targets (MT-SPMT) is a generalization of the classical traveling salesmen problem (TSP), where the targets (cities or objects) are moving over time. Additionally, for each target a visibility time window is given. The task is to find routes for several salesmen so that each target is reached exactly … Read more
Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For serially uncorrelated markets, similar portfolios with more robust guarantees have been recently proposed. This paper extends these robust portfolios by accommodating non-zero autocorrelations that may reflect investors’ … Read more
We study the trust region subproblem (TRS) of minimizing a nonconvex quadratic function over the unit ball with additional conic constraints. Despite having a nonconvex objective, it is known that the TRS and a number of its variants are polynomial-time solvable. In this paper, we follow a second-order cone based approach to derive an exact … Read more
As the modern transmission control and relay technologies evolve, transmission line switching has become an important option in power system operators’ toolkits to reduce operational cost and improve system reliability. Most recent research has relied on the DC approximation of the power flow model in the optimal transmission switching problem. However, it is known that … Read more
Shelter location and traffic allocation decisions are critical for an efficient evacuation plan. In this study, we propose a scenario-based two-stage stochastic evacuation planning model that optimally locates shelter sites and that assigns evacuees to nearest shelters and to shortest paths within a tolerance degree to minimize the expected total evacuation time. Our model considers … Read more
In the past, travel routes for civil passenger and cargo air traffic were aligned to the air traffic network (ATN). To resolve the network congestion problem, the free-flight system has recently been introduced in more and more regions around the globe, allowing flight operations to make full use of the four space-and-time dimensions. For the … Read more
This paper approximates simulation models by B-splines with a penalty on high-order finite differences of the coefficients of adjacent B-splines. The penalty prevents overfitting. The simulation output is assumed to be nonnegative. The nonnegative spline simulation metamodel is casted as a second-order cone programming model, which can be solved efficiently by modern optimization techniques. The … Read more
An important problem in tree breeding is optimal selection from candidate pedigree members to produce the highest performance in seed orchards, while conserving essential genetic diversity. The most beneficial members should contribute as much as possible, but such selection of orchard parents would reduce performance of the orchard progeny due to serious inbreeding. To avoid … Read more