9 citations · 33 across the 49 of their papers we have counts for
5 papers · 2 filters
Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +1
We consider a microgrid where different prosumers exchange energy altogether by the edges of a given network. Each prosumer is located to a node of the network and encompasses ener…
Mixed Spatial and Temporal Decompositions for Large Scale Multistage Stochastic Optimization Problems
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +1
We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a…
Hidden Convexity in the l0 Pseudonorm
Jean-Philippe Chancelier, Michel de Lara
The so-called l0 pseudonorm counts the number of nonzero components of a vector of a Euclidian space. It is well-known that the l0 pseudonorm is not convex, as its Fenchel biconjug…
A Suitable Conjugacy for the l0 Pseudonorm
Jean-Philippe Chancelier, Michel De Lara, Ponts Paristech
The so-called l0 pseudonorm on R d counts the number of nonzero components of a vector. It is well-known that the l0 pseudonorm is not convex, as its Fenchel biconjugate is zero. I…
Lower Bound Convex Programs for Exact Sparse Optimization
Jean-Philippe Chancelier, Michel De Lara, Ponts Paristech
In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider probl…