11 papers
A formal proof of the Sands-Sauer-Woodrow theorem using the Rocq prover and mathcomp/ssreflect
Jean-Philippe Chancelier
We present a formal proof of the Sands-Sauer-Woodrow (SSW) theorem using the Rocq proof assistant and the MathComp/SSReflect library. The SSW theorem states that in a directed grap…
What are Capra-Convex Sets?
Jean-Philippe Chancelier, Michel de Lara, Adrien Le Franc +1
This paper focuses on a specific form of abstract convexity known as Capra-convexity, where a constant along primal rays (Capra) coupling replaces the scalar product used in standa…
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…
Geometry of Sparsity-Inducing Norms
Jean-Philippe Chancelier, Michel de Lara, Antoine Deza +1
Sparse optimization seeks an optimal solution with few nonzero entries. To achieve this, it is common to add to the criterion a penalty term proportional to the -norm, whic…
Optimal Operation and Valuation of Electricity Storages in Intraday Markets
Jean-Philippe Chancelier, Michel de Lara, François Pacaud +3
This paper applies computational techniques of convex stochastic optimization to optimal operation and valuation of electricity storages in the face of uncertain electricity prices…
Temporal and Spatial Decomposition for Prospective Studies in Energy Systems under Uncertainty
Camila Martinez Parra, Michel de Lara, Jean-Philippe Chancelier +2
The increasing penetration of renewable energy requires greater use of storage resources to manage system intermittency. As a result, there is growing interest in evaluating the op…