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math.OC2025
Two-Stage Data-Driven Contextual Robust Optimization: An End-to-End Learning Approach for Online Energy Applications
Carlos Gamboa, Alexandre Street, Davi Valladão +1
Traditional end-to-end contextual robust optimization models are trained for specific contextual data, requiring complete retraining whenever new contextual information arrives. Th…
math.OC2021
Assessing the Cost of Network Simplifications in Long-Term Hydrothermal Dispatch Planning Models
Andrew W. Rosemberg, Alexandre Street, Joaquim Dias Garcia +3
The sustainable utilization of hydro energy relies on accurate estimates of the opportunity cost of the water. This value is calculated through long-term hydrothermal dispatch prob…