3 papers
math.OC2026
Enhancing Model Based Derivative Free Optimization using Direct Search
Zijun Li, Aswin Kannan
We consider single and multiobjective simulation-based optimization problems. Simulation-based optimization has traditionally used both model-based and search-based methods, often…
math.OC2026
Pseudoconvex Problems in Operational Decision Systems: Algorithms for Joint Learning and Optimization
Zijun Li, Aswin Kannan
We consider joint optimization and learning problems arising in real-time decision systems. While most existing work focuses primarily on convex, revenue-based objectives, we exten…
math.OC2024
A Cournot-Nash Model for a Coupled Hydrogen and Electricity Market
Pavel Dvurechensky, Caroline Geiersbach, Michael Hintermüller +3
We present a novel model of a coupled hydrogen and electricity market on the intraday time scale, where hydrogen gas is used as a storage device for the electric grid. Electricity…