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math.OC2019★ 9 cited
On Polyhedral and Second-Order Cone Decompositions of Semidefinite Optimization Problems
Dimitris Bertsimas, Ryan Cory-Wright
We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the metho…
math.OC2018
On stochastic auctions in risk-averse electricity markets with uncertain supply
Ryan Cory-Wright, Golbon Zakeri
This paper studies risk in a stochastic auction which facilitates the integration of renewable generation in electricity markets. We model market participants who are risk averse a…