2 papers
math.OC2025
Pseudo basic steps: Bound improvement guarantees from Lagrangian decomposition in convex disjunctive programming
Dimitri J. Papageorgiou, Francisco Trespalacios
An elementary, but fundamental, operation in disjunctive programming is a basic step, which is the intersection of two disjunctions to form a new disjunction. Basic steps bring a d…
math.OC2025
Data-Driven Distributionally Robust Optimization for Long-Term Contract vs. Spot Allocation Decisions: Application to Electricity Markets
Dimitri J. Papageorgiou
There are numerous industrial settings in which a decision maker must decide whether to enter into long-term contracts to guarantee price (and hence cash flow) stability or to part…