1 citations · 3 across the 19 of their papers we have counts for
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Strengthening AC optimal power flow relaxation through offline bound tightening and linear approximations
Xiangxin An, Constance Crozier, Santanu S. Dey
The alternating-current optimal power flow (ACOPF) problem is fundamental to power system operation and planning, but its nonconvexity makes globally optimal solutions of large-sca…
Occupation counts of rarely switching Markov chains: stratified local laws, support selection and the boundary layer
Arjun Pemmasani
A Markov chain with exit rates runs for steps with transition matrix . On each irreducible face that carries start mass, we prove a local limit theorem for the…
Copositive Matrices with Ordered Off-Diagonal Entries
Grigoriy Blekherman, Santanu S. Dey, Alex Dunbar +1
We study copositive matrices which admit a decomposition into a sum of a positive semidefinite matrix and a matrix with nonnegative entries. Our main result shows that if the off-d…
Probabilistic analysis of dual decomposition on two-stage stochastic integer programs
Santanu S. Dey, Marco Molinaro, Jingye Xu
Two-stage stochastic integer programs provide a powerful framework for modeling decision-making under uncertainty, but they are notoriously difficult to solve at scale due to their…
Accelerating Column Generation in Highly Degenerate Integer Programming Problems with Template Pricing
Luke Marshall, Prachi Shah, Santanu S. Dey
We propose a new pricing strategy for column generation (CG), referred to as Template pricing. This method is motivated by the desire to coordinate solutions of different pricing s…
Chvátal-Gomory Rounding of Eigenvector Inequalities for QCQPs
Santanu S. Dey, Nan Jiang, Aleksandr Kazachkov +2
We introduce and analyze a class of valid inequalities for nonconvex quadratically constrained optimization problems (QCQPs) which we call Eigen-CG inequalities. These inequalities…
Asymptotically tight Lagrangian dual of smooth nonconvex problems via improved error bound of Shapley-Folkman Lemma
Santanu S Dey, Jingye Xu
In convex geometry, the Shapley-Folkman Lemma asserts that the nonconvexity of a Minkowski sum of dimensional bounded nonconvex sets does not accumulate once the number of summ…
Change-Point Detection via Piecewise Linear Fitting Using MIP
Apoorva Narula, Santanu S. Dey, Yao Xie
We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting pr…