102 citations · 215 across the 26 of their papers we have counts for
7 papers · 1 filter
Importance sampling approach to chance-constrained DC optimal power flow
Aleksander Lukashevich, Vyacheslav Gorchakov, Petr Vorobev +2
Despite significant economic and ecological effects, a higher level of renewable energy generation leads to increased uncertainty and variability in power injections, thus compromi…
Power Grid Reliability Estimation via Adaptive Importance Sampling
Aleksandr Lukashevich, Yury Maximov
Electricity production currently generates approximately 25% of greenhouse gas emissions in the USA. Thus, increasing the amount of renewable energy is a key step to carbon neutral…
Entropy Penalized Semidefinite Programming
Mikhail Krechetov, Jakub Marecek, Yury Maximov +1
Low-rank methods for semidefinite programming (SDP) have gained a lot of interest recently, especially in machine learning applications. Their analysis often involves determinant-b…
Efficient Rank Minimization to Tighten Semidefinite Programming for Unconstrained Binary Quadratic Optimization
Roman Pogodin, Mikhail Krechetov, Yury Maximov
We propose a method for low-rank semidefinite programming in application to the semidefinite relaxation of unconstrained binary quadratic problems. The method improves an existing…
Efficient Numerical Methods to Solve Sparse Linear Equations with Application to PageRank
Anton Anikin, Alexander Gasnikov, Alexander Gornov +3
In this paper, we propose three methods to solve the PageRank problem for the transition matrices with both row and column sparsity. Our methods reduce the PageRank problem to the…
Efficient numerical algorithms for regularized regression problem with applications to traffic matrix estimations
Anton Anikin, Pavel Dvurechensky, Alexander Gasnikov +5
In this work we collect and compare to each other many different numerical methods for regularized regression problem and for the problem of projection on a hyperplane. Such proble…
Searching equillibriums in Beckmann's and Nesterov--de Palma's models
Alexander Gasnikov, Pavel Dvurechensky, Yuriy Dorn +1
In this paper we propose and develop classical Frank--Wolf algorithm for Beckmann's type models. This is not new, but we investigate details that allows us to speed up. We also con…