9 citations · 33 across the 15 of their papers we have counts for
24 papers
An Efficient Hybrid Heuristic for the Transmission Expansion Planning under Uncertainty
Yure Rocha, Teobaldo Bulhões, Anand Subramanian +1
We address the stochastic transmission expansion planning (STEP) problem under uncertainty in renewable generation capacity and demand. STEP's objective is to minimize total transm…
A Multicut Approach to Compute Upper Bounds for Risk-Averse SDDP
Joaquim Dias Garcia, Iago Leal, Raphael Chabar +1
Stochastic Dual Dynamic Programming (SDDP) is a widely used and fundamental algorithm for solving multistage stochastic optimization problems. Although SDDP has been frequently app…
QUBO.jl: A Julia Ecosystem for Quadratic Unconstrained Binary Optimization
Pedro Maciel Xavier, Pedro Ripper, Tiago Andrade +3
We present QUBO.jl, an end-to-end Julia package for working with QUBO (Quadratic Unconstrained Binary Optimization) instances. This tool aims to convert a broad range of optimizati…
Comparing BilevelJuMP.jl Formulations: Support Vector Regression Hyperparameter Tuning
Joaquim Dias Garcia, Guilherme Bodin, Alexandre Street
In this technical report, we compare multiple reformulation techniques and solvers that can be used with the Julia package BilevelJuMP. We focus on the special case of Hyperparamet…
Regularization and Optimization in Model-Based Clustering
Raphael Araujo Sampaio, Joaquim Dias Garcia, Marcus Poggi +1
Due to their conceptual simplicity, k-means algorithm variants have been extensively used for unsupervised cluster analysis. However, one main shortcoming of these algorithms is th…
BilevelJuMP.jl: Modeling and Solving Bilevel Optimization in Julia
Joaquim Dias Garcia, Guilherme Bodin, Alexandre Street
In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describ…