In this paper, we propose an analytical stochastic dynamic programming (SDP) algorithm to address the optimal management problem of price-maker community energy storage. As a price-maker, energy storage smooths price differences, thus decreasing energy arb ...
Non-convex constrained optimization problems have become a powerful framework for modeling a wide range of machine learning problems, with applications in k-means clustering, large- scale semidefinite programs (SDPs), and various other tasks. As the perfor ...
In this paper, we present a spatial branch and bound algorithm to tackle the continuous pricing problem, where demand is captured by an advanced discrete choice model (DCM). Advanced DCMs, like mixed logit or latent class models, are capable of modeling de ...
An integer linear program is a problem of the form max{c^T x : Ax=b, x >= 0, x integer}, where A is in Z^(n x m), b in Z^m, and c in Z^n.
Solving an integer linear program is NP-hard in general, but there are several assumptions for which it becomes fixed ...
In this thesis, we give new approximation algorithms for some NP-hard problems arising in resource allocation and network design. As a resource allocation problem, we study the Santa Claus problem (also known as the MaxMin Fair Allocation problem) in which ...
Within the context of contemporary machine learning problems, efficiency of optimization process depends on the properties of the model and the nature of the data available, which poses a significant problem as the complexity of either increases ad infinit ...
In Process Systems Engineering, computationally-demanding models are frequent and plentiful. Handling such complexity in an optimization framework in a fast and reliable way is essential, not only for generating meaningful solutions but also for providing ...
We introduce a computational pipeline for simulating and designing C-shells, a new class of planar-to-spatial deployable linkage structures. A C-shell is composed of curved flexible beams connected at rotational joints that can be assembled in a stress-fre ...
We address multi-robot safe mission planning in uncertain dynamic environments. This problem arises in several applications including safety-critical exploration, surveillance, and emergency rescue missions. Computation of a multi-robot optimal control pol ...