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math.OC2026
A Framework for Eliminating Paradoxical Orders in European Day-Ahead Electricity Markets through Mixed-Integer Linear Programming Strong Duality
Zhen Wang, Mohammad Reza Hesamzadeh, Shudian Zhao +1
The presence of integer variables in the European day-ahead electricity market renders the social welfare maximization problem non-convex and non-differentiable, making classical m…
math.OC2025
Sparse Polynomial Regression under Anomalous Data
Roozbeh Abolpour, Mohammad Reza Hesamzadeh, Maryam Dehghani
This paper starts with the general form of the polynomial regression model. We reformulate the Sparse Polynomial Regression Model (SPRM) with anomalous data filtering as Mixed-Inte…