113 citations · 206 across the 10 of their papers we have counts for
11 papers
Distribution System Operation Amidst Wildfire-Prone Climate Conditions Under Decision-Dependent Line Availability Uncertainty
Alexandre Moreira, Felipe Pianco, Bruno Fanzeres +4
Wildfires can severely damage electricity grids leading to long periods of power interruption. Climate change will exacerbate this threat by increasing the frequency of dry climate…
BilevelJuMP.jl: Modeling and Solving Bilevel Optimization in Julia
Joaquim Dias Garcia, Guilherme Bodin, Alexandre Street
In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describ…
Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning
Felipe Nazare, Alexandre Street
The solution of multistage stochastic linear problems (MSLP) represents a challenge for many application areas. Long-term hydrothermal dispatch planning (LHDP) materializes this ch…
An Integrated Progressive Hedging and Benders Decomposition with Multiple Master Method to Solve the Brazilian Generation Expansion Problem
Alessandro Soares, Alexandre Street, Tiago Andrade +1
This paper exploits the decomposition structure of the large-scale hydrothermal generation expansion planning problem with an integrated modified Benders Decomposition and Progress…
Assessing the Cost of Network Simplifications in Long-Term Hydrothermal Dispatch Planning Models
Andrew W. Rosemberg, Alexandre Street, Joaquim Dias Garcia +3
The sustainable utilization of hydro energy relies on accurate estimates of the opportunity cost of the water. This value is calculated through long-term hydrothermal dispatch prob…
Application-Driven Learning: A Closed-Loop Prediction and Optimization Approach Applied to Dynamic Reserves and Demand Forecasting
Joaquim Dias Garcia, Alexandre Street, Tito Homem-de-Mello +1
Forecasting and decision-making are generally modeled as two sequential steps with no feedback, following an open-loop approach. In this paper, we present application-driven learni…
ScoreDrivenModels.jl: a Julia Package for Generalized Autoregressive Score Models
Guilherme Bodin, Raphael Saavedra, Cristiano Fernandes +1
Score-driven models, also known as generalized autoregressive score models, represent a class of observation-driven time series models. They possess powerful properties, such as th…
Short-Term Covid-19 Forecast for Latecomers
Marcelo Medeiros, Alexandre Street, Davi Valladão +2
The number of Covid-19 cases is increasing dramatically worldwide. Therefore, the availability of reliable forecasts for the number of cases in the coming days is of fundamental im…
A Multi-Quantile Regression Time Series Model with Interquantile Lipschitz Regularization for Wind Power Probabilistic Forecasting
Marcelo Ruas, Alexandre Street, Cristiano Fernandes
Modern decision-making processes require uncertainty-aware models, especially those relying on non-symmetric costs and risk-averse profiles. The objective of this work is to propos…
Distributionally Robust Transmission Expansion Planning: a Multi-scale Uncertainty Approach
Alexandre Velloso, David Pozo, Alexandre Street
We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system…
Two-Stage Robust Unit Commitment for Co-Optimized Electricity Markets: An Adaptive Data-Driven Approach for Scenario-Based Uncertainty Sets
Alexandre Velloso, Alexandre Street, David Pozo +2
Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relie…