Publications associées à Stochastic Risk-driven Bidding of a Solar and Storage Aggregator in Primary Frequency and Energy Markets: A Performance-based Capacity Allocation Approach

Publications associées (19)

A learning-based approach to stochastic optimal control under reach-avoid constraint

We develop a model-free approach to optimally control stochastic, Markovian systems subject to a reach-avoid constraint. Specifically, the state trajectory must remain within a safe set while reaching a target set within a finite time horizon. Due to the t ...

Association for Computing Machinery2025

A Box-Spline Framework for Inverse Problems With Continuous-Domain Sparsity Constraints

Michaël Unser, Aleix Boquet I Pujadas, Mehrsa Pourya

The formulation of inverse problems in the continuum eliminates discretization errors and allows for the exact incorporation of priors. In this paper, we formulate a continuous-domain inverse problem over a search space of continuous and piecewise-linear f ...

Ieee-Inst Electrical Electronics Engineers Inc2024

Safe Zeroth-Order Optimization Using Linear Programs

Giancarlo Ferrari Trecate, Yuning Jiang, Maryam Kamgarpour, Baiwei Guo

To solve unmodeled optimization problems with hard constraints, this paper proposes a novel zeroth-order approach called Safe Zeroth-order Optimization using Linear Programs (SZO-LP). The SZO-LP method solves a linear program in each iteration to find a de ...

New York2023

Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution

Daniel Kuhn, Soroosh Shafieezadeh Abadeh, Bahar Taskesen

Semi-discrete optimal transport problems, which evaluate the Wasserstein distance between a discrete and a generic (possibly non-discrete) probability measure, are believed to be computationally hard. Even though such problems are ubiquitous in statistics, ...

2023

Beyond worst-case analysis, with or without predictions

Andreas Maggiori

In this thesis we design online combinatorial optimization algorithms for beyond worst-case analysis settings. In the first part, we discuss the online matching problem and prove that, in the edge arrival model, no online algorithm can achieve a competiti ...

EPFL2023

An Integrated Approach to Designing Robust Turbocompressors on Gas Bearings Through Surrogate Modeling and Constrained Multi-Objective Optimization

Jürg Alexander Schiffmann, Soheyl Massoudi, Cyril Picard

Designing turbocompressors is a complex and challenging task, as it involves balancing conflicting objectives such as efficiency, stability, and robustness against manufacturing deviations. This paper proposes an integrated design methodology for turbocomp ...

ASME Amer Soc Mechanical Engineers2023

Scheduling Delays and Curtailment for Household Appliances With Deterministic Load Profiles Using MPC

Colin Neil Jones, Yuning Jiang, Yingzhao Lian

Smart home appliances can time-shift and curtail their power demand to assist demand side management or allow operation with limited power, as in an off-grid application. This letter proposes a scheduling process to start appliances with time-varying deter ...

2022

An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity

Volkan Cevher, Alp Yurtsever

This paper develops a new storage-optimal algorithm that provably solves almost all semidefinite programs (SDPs). This method is particularly effective for weakly constrained SDPs under appropriate regularity conditions. The key idea is to formulate an app ...

SIAM Publications2021

A first-order primal-dual method with adaptivity to local smoothness

Volkan Cevher, Maria-Luiza Vladarean

We consider the problem of finding a saddle point for the convex-concave objective

\min_x \max_y f(x) + \langle Ax, y\rangle - g^*(y)

, where

f

is a convex function with locally Lipschitz gradient and

g

is convex and possibly non-smooth. We propose an ...

2021

A New Lighting on Analytical Discrete Sensitivities in the Context of IsoGeometric Shape Optimization

Thibaut Hirschler

Isogeometric shape optimization has been now studied for over a decade. This contribution aims at compiling the key ingredients within this promising framework, with a particular attention to sensitivity analysis. Based on all the researches related to iso ...

2021

Convex optimization in sums of Banach spaces

Michaël Unser, Shayan Aziznejad

We characterize the solution of a broad class of convex optimization problems that address the reconstruction of a function from a finite number of linear measurements. The underlying hypothesis is that the solution is decomposable as a finite sum of compo ...

2021

Assisted specification of discrete choice models

Michel Bierlaire, Timothy Michael Hillel, Nicola Marco Ortelli

Determining appropriate utility specifications for discrete choice models is time-consuming and prone to errors. With the availability of larger and larger datasets, as the number of possible specifications exponentially grows with the number of variables ...

ELSEVIER SCI LTD2021

Estimation of discrete choice models with hybrid stochastic adaptive batch size algorithms

Michel Bierlaire, Virginie Janine Camille Lurkin, Timothy Michael Hillel, Gael Lederrey

The emergence of Big Data has enabled new research perspectives in the discrete choice community. While the techniques to estimate Machine Learning models on a massive amount of data are well established, these have not yet been fully explored for the esti ...

2021

A Mixed-Integer Linear Programming Formulation for Optimizing Multi-Scale Material and Energy Integration

François Maréchal, Ivan Daniel Kantor, Hür Ebuzer Bütün, Jean-Loup Sylvain Robineau

This research presents a mathematical formulation for optimizing integration of complex industrial systems from the level of unit operations to processes, entire plants, and finally to considering industrial symbiosis opportunities between plants. The fram ...

2020

Optimum design of low environmental impact structures through component reuse

Jan Friedrich Georg Brütting

Load-bearing systems (structures) in buildings and infrastructure contribute to a significant share of adverse environmental impacts (EI) because of resource- and energy-intensive fabrication. A currently overlooked circular economy strategy to reduce EI i ...

EPFL2020

A VSC-Based BESS Model for Multi-Objective OPF Using Mixed Integer SOCP

Xiaoying Tang

This paper presents a new model of voltage source converter (VSC)-based battery energy storage systems (BESSs) that interface with power grids. A VSC-based BESS is made up of a series connection of a VSC, its connecting transformer and a BESS. The VSC allo ...

IEEE2020

A convex model for induction motor starting transients imbedded in an OPF-based optimization problem

Sidi-Rachid Cherkaoui, Hossein Sekhavatmanesh

Large horsepower induction motors play a critical role in the operation of industrial facilities. In this respect, the distribution network operators dedicate a high priority to the operational safety of these motor loads. In this paper, the induction moto ...

Elsevier2020

Distributed Multi-Building Coordination for Demand Response

Colin Neil Jones, Altug Bitlislioglu

This paper presents a distributed optimization algorithm tailored for solving optimal control problems arising in multi-building coordination. The buildings coordinated by a grid operator, join a demand response program to balance the voltage surge by usin ...

ELSEVIER2020

Implications of ANEC for SCFTs in four dimensions

Alessandro Vichi, Andrea Manenti

We explore consequences of the Averaged Null Energy Condition (ANEC) for scaling dimensions Delta of operators in four-dimensional N = 1 superconformal field theories. We show that in many cases the ANEC bounds are stronger than the corresponding unitarity ...

Springer Nature2020