10 citations · 43 across the 9 of their papers we have counts for
7 papers · 1 filter
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…
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…
LineWalker: Line Search for Black Box Derivative-Free Optimization and Surrogate Model Construction
Dimitri J. Papageorgiou, Jan Kronqvist, Krishnan Kumaran
This paper describes a simple, but effective sampling method for optimizing and learning a discrete approximation (or surrogate) of a multi-dimensional function along a one-dimensi…
Pooling problems under perfect and imperfect competition
Dimitri J. Papageorgiou, Stuart M. Harwood, Francisco Trespalacios
We investigate pooling problems in which multiple players vie with one another to maximize individual profit in a non-cooperative competitive market. This competitive setting is in…
Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming
Stuart Harwood, Francisco Trespalacios, Dimitri Papageorgiou +1
Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the suf…
A note on semi-infinite program bounding methods
Stuart M. Harwood, Dimitri J. Papageorgiou, Francisco Trespalacios
Semi-infinite programs are a class of mathematical optimization problems with a finite number of decision variables and infinite constraints. As shown by Blankenship and Falk (Blan…
Hybrid Strategies using Linear and Piecewise-Linear Decision Rules for Multistage Adaptive Linear Optimization
Said Rahal, Dimitri J. Papageorgiou, Zukui Li
Decision rules offer a rich and tractable framework for solving certain classes of multistage adaptive optimization problems. Recent literature has shown the promise of using linea…