3 papers
math.OC2020
Global optimality in model predictive control via hidden invariant convexity
Jorn H. Baayen, Krzysztof Postek
Non-convex optimal control problems occurring in, e.g., water or power systems, typically involve a large number of variables related through nonlinear equality constraints. The id…
math.OC2018
Piecewise constant decision rules via branch-and-bound based scenario detection for integer adjustable robust optimization
Ward Romeijnders, Krzysztof Postek
Multi-stage problems with uncertain parameters and integer decisions variables are among the most difficult applications of robust optimization (RO). The challenge in these problem…
math.OC2018
Distributionally robust optimization with polynomial densities: theory, models and algorithms
Etienne de Klerk, Daniel Kuhn, Krzysztof Postek
In distributionally robust optimization the probability distribution of the uncertain problem parameters is itself uncertain, and a fictitious adversary, e.g., nature, chooses the…