9 citations · 14 across the 23 of their papers we have counts for
26 papers
Conditional Infimum, Hidden Convexity and S-Procedure
Jean-Philippe Chancelier, Michel de Lara
Detecting hidden convexity is one of the tools to address nonconvex minimization problems, and find global minimizers. We introduce the notion of conditional infimum, develop the t…
A Two-Timescale Decision-Hazard-Decision Formulation for Storage Usage Values Calculation
Camila Martinez Parra, Michel de Lara, Jean-Philippe Chancelier +3
The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage valu…
Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
Raian Lefgoum, Sezin Afsar, Pierre Carpentier +2
The development of hydrogen infrastructures requires to reduce their costs. In this paper, we develop a multistage stochastic optimization model for the management of a hydrogen in…
Learning with Fitzpatrick Losses
Seta Rakotomandimby, Jean-Philippe Chancelier, Michel de Lara +1
Fenchel-Young losses are a family of convex loss functions, encompassing the squared, logistic and sparsemax losses, among others. Each Fenchel-Young loss is implicitly associated…
Decomposition Methods for Dynamically Monotone Two-Time-Scale Stochastic Optimization Problems
Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier +1
In energy management, it is common that strategic investment decisions (storage capacity, production units) are made at a slow time scale, whereas operational decisions (storage, p…
Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process
Cyrille Vessaire, Jean-Philippe Chancelier, Michel de Lara +2
Markov Decision Processes (Mdps) form a versatile framework used to model a wide range of optimization problems. The Mdp model consists of sets of states, actions, time steps, rewa…
Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier +1
In multistage decision problems, it is often the case that an initial strategic decision (such as investment) is followed by many operational ones (operating the investment). Such…
Duality Between Lagrangians and Rockafellians
Michel de Lara
In his monograph \emph{Conjugate Duality and Optimization}, Rockafellar puts forward a ``perturbation + duality'' method to obtain a dual problem for an original minimization probl…
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara
We consider sequences-indexed by time (discrete stages)-of families of multistage stochastic optimization problems. At each time, the optimization problems in a family are paramete…
Multistage Optimization of a Petroleum Production System with Material Balance Model
Cyrille Vessaire, Jean-Philippe Chancelier, Michel de Lara +3
In this paper, we propose a mathematical formulation for the management of an oil production network as a multistage optimization problem. The reservoir is modeled as a controlled…
The Capra-subdifferential of the l0 pseudonorm
Adrien Le Franc, Jean-Philippe Chancelier, Michel de Lara
The l0 pseudonorm counts the nonzero coordinates of a vector. It is often used in optimization problems to enforce the sparsity of the solution. However, this function is nonconvex…
Rank-Based Norms, Capra-Conjugacies and the Rank Function
Paul Barbier, Jean-Philippe Chancelier, Michel de Lara +1
We consider the space of matrices, with given number of rows and of columns, equipped with the classic trace scalar product. With any matrix (source) norm, we associate a coupling,…
Capra-Convexity, Convex Factorization and Variational Formulations for the l0 Pseudonorm
Jean-Philippe Chancelier, Michel de Lara
The so-called l0 pseudonorm, or cardinality function, counts the number of nonzero components of a vector. In this paper, we analyze the l0 pseudonorm by means of so-called Capra (…
Constant Along Primal Rays Conjugacies and the l0 Pseudonorm
Jean-Philippe Chancelier, Michel de Lara
The so-called l0 pseudonorm on Rd counts the number of nonzero components of a vector. It is used in sparse optimization, either as criterion or in the constraints, to obtain solut…
Orthant-Strictly Monotonic Norms, Generalized Top-k and k-Support Norms and the L0 Pseudonorm
Jean-Philippe Chancelier, Michel de Lara
The so-called l0 pseudonorm on the Euclidean space Rd counts the number of nonzero components of a vector. We say that a sequence of norms is strictly increasingly graded (with res…
EMSx: a numerical benchmark for energy management systems
Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier +1
Inserting renewable energy in the electric grid in a decentralized manneris a key challenge of the energy transition. However, at local scale, both production and demand display er…
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…
Time Blocks Decomposition of Multistage Stochastic Optimization Problems
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +2
Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decompositio…
A Mathematical Framework for Resilience: Dynamics, Uncertainties, Strategies and Recovery Regimes
Michel De Lara
Resilience is a rehashed concept in natural hazard management - resilience of cities to earthquakes, to floods, to fire, etc. In a word, a system is said to be resilient if there e…
Equivalence Between Time Consistency and Nested Formula
Henri Gérard, Michel de Lara, Jean-Philippe Chancelier
You are a financial analyst. At the beginning of every week, you are able to rank every pair of stochastic processes starting from that week up to the horizon. Suppose that two pro…
Rationally Biased Learning
Michel de Lara
Humans display a tendency to pay more attention to bad outcomes, often in a disproportionate way relative to their statistical occurrence. They also display euphorism, as well as a…
Robust Viability Analysis of a Controlled Epidemiological Model
Lilian Sofia Salcedo Sepulveda, Michel De Lara
Managing infectious diseases is a world public health issue, plagued by uncertainties. In this paper, we analyze the problem of viable control of a dengue outbreak under uncertaint…
Viable Control of an Epidemiological Model
Michel De Lara, Lilian Sofia Sepulveda Salcedo
In mathematical epidemiology, epidemic control often aims at driving the number of infected individuals to zero, asymptotically. However , during the transitory phase, the number o…