activity
20152026
most citedNew Paradigms for Exploiting Parallel Experiments in Bayesian Optimization

46 citations · 414 across the 52 of their papers we have counts for

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Showing 2020 · math.OCShow all

14 papers · 2 filters

math.OC2020★ 1 cited

Mitigating Investment Risk Using Modular Technologies

Yue Shao, Yicheng Hu, Victor M. Zavala

We study logistical investment flexibility provided by modular processing technologies for mitigating risk. Specifically, we propose a multi-stage stochastic programming formulatio…

math.OC2020★ 25 cited

Graph-Based Modeling and Decomposition of Energy Infrastructures

Sungho Shin, Carleton Coffrin, Kaarthik Sundar +1

Nonlinear optimization problems are found at the heart of real-time operations of critical infrastructures. These problems are computationally challenging because they embed comple…

math.OC2020

Dual Dynamic Programming for Multi-Scale Mixed-Integer MPC

Ranjeet Kumar, Michael J. Wenzel, Mohammad N. ElBsat +3

We propose a dual dynamic integer programming (DDIP) framework for solving multi-scale mixed-integer model predictive control (MPC) problems. Such problems arise in applications th…

math.OC2020

Economic Properties of Multi-Product Supply Chains

Philip A. Tominac, Victor M. Zavala

We interpret multi-product supply chains (SCs) as coordinated markets; under this interpretation, a SC optimization problem is a market clearing problem that allocates resources an…

math.OC2020★ 27 cited

A Graph-Based Modeling Abstraction for Optimization: Concepts and Implementation in Plasmo.jl

Jordan Jalving, Sungho Shin, Victor M. Zavala

We present a general graph-based modeling abstraction for optimization that we call an OptiGraph. Under this abstraction, any optimization problem is treated as a hierarchical hype…

math.OC2020★ 2 cited

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Sen Na, Sungho Shin, Mihai Anitescu +1

We study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domai…

math.OC2020

Multiscale Model Predictive Control of Battery Systems for Frequency Regulation Markets using Physics-Based Models

Yankai Cao, Seong Beom Lee, Venkat R. Subramanian +1

We propose a multiscale model predictive control (MPC) framework for stationary battery systems that exploits high-fidelity models to trade-off short-term economic incentives provi…

math.OC2020★ 9 cited

A Sigmoidal Approximation for Chance-Constrained Nonlinear Programs

Yankai Cao, Victor M. Zavala

We propose a sigmoidal approximation for the value-at-risk (that we call SigVaR) and we use this approximation to tackle nonlinear programs (NLPs) with chance constraints. We prove…

math.OC2020★ 7 cited

Overlapping Schwarz Decomposition for Constrained Quadratic Programs

Sungho Shin, Mihai Anitescu, Victor M. Zavala

We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs). Schwarz algorithms have been traditionally used to solve linear algebra systems…

math.OC2020★ 11 cited

Multi-Grid Schemes for Multi-Scale Coordination of Energy Systems

Sungho Shin, Victor M. Zavala

We discuss how multi-grid computing schemes can be used to design hierarchical coordination architectures for energy systems. These hierarchical architectures can be used to manage…

math.OC2020

Stochastic Model Predictive Control for Central HVAC Plants

Ranjeet Kumar, Michael J. Wenzel, Mohammad N. ElBsat +3

We present a stochastic model predictive control (MPC) framework for central heating, ventilation, and air conditioning (HVAC) plants. The framework uses real data to forecast and…

math.OC2020

Computing Economic-Optimal and Stable Equilibria for Droop-Controlled Microgrids

Sungho Shin, Victor M. Zavala

We consider the problem of computing equilibria (steady-states) for droop-controlled, islanded, AC microgrids that are both economic-optimal and dynamically stable. This work is mo…

math.OC2020★ 22 cited

A Hierarchical Optimization Architecture for Large-Scale Power Networks

Sungho Shin, Philip Hart, Thomas Jahns +1

We present a hierarchical optimization architecture for large-scale power networks that overcomes limitations of fully centralized and fully decentralized architectures. The archit…

math.OC2020★ 23 cited

Diffusing-Horizon Model Predictive Control

Sungho Shin, Victor M. Zavala

We analyze a time-coarsening strategy for model predictive control (MPC) that we call diffusing-horizon MPC. This strategy seeks to overcome the computational challenges associated…