3 papers
math.OC2017
Pricing in non-convex markets with quadratic deliverability costs
Xiaolong Kuang, Alberto J. Lamadrid, Luis F. Zuluaga
The problem of obtaining market-clearing prices for markets with non-convexities has been widely studied in the literature. This is particularly the case in electricity markets, wh…
math.OC2016
Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization
Xiaolong Kuang, Luis F. Zuluaga
Completely positive (CP) tensors, which correspond to a generalization of CP matrices, allow to reformulate or approximate a general polynomial optimization problem (POP) with a co…
math.OC2015
Alternative SDP and SOCP Approximations for Polynomial Optimization
Xiaolong Kuang, Bissan Ghaddar, Joe Naoum-Sawaya +1
In theory, hierarchies of semidefinite programming (SDP) relaxations based on sum of squares (SOS) polynomials have been shown to provide arbitrarily close approximations for a gen…