-
作者：Chen, Guanting; Li, Xiaocheng; Ye, Yinyu
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; Imperial College London; Stanford University
摘要：In this paper, we study a class of revenue-management problems, where the decision maker aims to maximize the total revenue subject to budget constraints on multiple types of resources over a finite horizon. At each time, a new order/customer/bid is revealed with a request of some resource(s) and a reward, and the decision maker needs to either accept or reject the order. Upon the acceptance of the order, the resource request must be satisfied, and the associated revenue (reward) can be collec...
-
作者：Qi, Mingyao; Jiang, Ruiwei; Shen, Siqian
作者单位：Tsinghua University; University of Michigan System; University of Michigan
摘要：We study a competitive facility location problem (CFLP), where two firms sequentially open new facilities within their budgets, in order to maximize their market shares of demand that follows a probabilistic choice model. This process is a Stackelberg game and admits a bilevel mixed-integer nonlinear program (MINLP) formulation. We derive an equivalent, single-level MINLP reformulation and exploit the problem structures to derive two valid inequalities based on submodularity and concave overes...
-
作者：Chen, Zhi; Kuhn, Daniel; Wiesemann, Wolfram
作者单位：City University of Hong Kong; Imperial College London
摘要：We provide an exact deterministic reformulation for data-driven, chanceconstrained programs over Wasserstein balls. For individual chance constraints as well as joint chance constraints with right-hand-side uncertainty, our reformulation amounts to a mixed-integer conic program. In the special case of a Wasserstein ball with the 1-norm or the ???-norm, the cone is the nonnegative orthant, and the chance-constrained program can be reformulated as a mixed-integer linear program. Our reformulatio...
-
作者：Chen, Zhongzhu; Fampa, Marcia; Lee, Jon
作者单位：University of Michigan System; University of Michigan; Universidade Federal do Rio de Janeiro
摘要：The maximum-entropy sampling problem is the NP-hard problem of maximizing the (log) determinant of an order-s principal submatrix of a given order n covariance matrix C. Exact algorithms are based on a branch-and-bound framework. The problem has wide applicability in spatial statistics and in particular in environmental monitoring. Probably the best upper bound for the maximum empirically is Anstreicher???s scaled ???linx??? bound. An earlier methodology for potentially improving any upper-bou...
-
作者：London, Palma; Vardi, Shai; Eghbali, Reza; Wierman, Adam
作者单位：California Institute of Technology; Purdue University System; Purdue University; University of California System; University of California Berkeley
摘要：This paper presents a black-box framework for accelerating packing optimization solvers. Our method applies to packing linear programming problems and a family of convex programming problems with linear constraints. The framework is designed for high-dimensional problems, for which the number of variables n is much larger than the number of measurements m. Given an (m x n) problem, we construct a smaller (m x epsilon n) problem, whose solution we use to find an approximation to the optimal sol...
-
作者：Sinclair, Sean R.; Jain, Gauri; Banerjee, Siddhartha; Yu, Christina Lee
作者单位：Cornell University
摘要：We consider the problem of dividing limited resources to individuals arriving over T rounds. Each round has a random number of individuals arrive, and individuals can be characterized by their type (i.e., preferences over the different resources). A standard notion of fairness in this setting is that an allocation simultaneously satisfy envy-freeness and efficiency. The former is an individual guarantee, requiring that each agent prefers the agent's own allocation over the allocation of any ot...
-
作者：Baldick, Ross; Low, Steven; O'Neill, Richard; Ralph, Daniel; Zakeri, Golbon
作者单位：University of Texas System; University of Texas Austin; California Institute of Technology; United States Department of Energy (DOE); Advanced Research Projects Agency-Energy (ARPA-E); University of Cambridge; University of Massachusetts System; University of Massachusetts Amherst
-
作者：Cordera, Felipe; Moreno, Rodrigo; Ordonez, Fernando
作者单位：Universidad de Chile; Massachusetts Institute of Technology (MIT)
摘要：The extensive integration of renewable generation in electricity systems is significantly increasing the variability and correlation in power availability and the need for energy storage capacity. This increased uncertainty and storage capacity should be considered in operational decisions such as the short-term unit commitment (UC) problem. In this work, we formulate a day-ahead UC problem with energy storage, considering multistage correlated uncertainty on renewables' power availability. We...
-
作者：Huchette, Joey; Vielma, Juan Pablo
作者单位：Rice University; Massachusetts Institute of Technology (MIT)
摘要：We present novel mixed-integer programming (MIP) formulations for optimization over nonconvex piecewise linear functions. We exploit recent advances in the systematic construction of MIP formulations to derive new formulations for univariate functions using a geometric approach and for bivariate functions using a combinatorial approach. All formulations are strong, small (so-called logarithmic formulations), and have other desirable computational properties. We present extensive experiments in...
-
作者：Aravena, Ignacio; Molzahn, Daniel K.; Zhang, Shixuan; Petra, Cosmin G.; Curtis, Frank E.; Tu, Shenyinying; Wachter, Andreas; Wei, Ermin; Wong, Elizabeth; Gholami, Amin; Sun, Kaizhao; Sun, Xu Andy; Elbert, Stephen T.; Holzer, Jesse T.; Veeramany, Arun
作者单位：United States Department of Energy (DOE); Lawrence Livermore National Laboratory; University System of Georgia; Georgia Institute of Technology; Lehigh University; Northwestern University; University of California System; University of California San Diego; Massachusetts Institute of Technology (MIT); United States Department of Energy (DOE); Pacific Northwest National Laboratory
摘要：The optimal power-flow problem is central to many tasks in the design and operation of electric power grids. This problem seeks the minimum-cost operating point for an electric power grid while satisfying both engineering requirements and physical laws describing how power travels through the electric network. By additionally considering the possibility of component failures and using an accurate alternating current (AC) power-flow model of the electric network, the security-constrained AC opt...
