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SIAM Journal on Optimization(2)
20th Power Systems Computation Conference, PSCC 2018(1)
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scopus(9)
An asynchronous decomposition algorithm for security constrained unit commitment under contingency events
Conference ObjectAbstract: We present a parallel and asynchronous decomposition algorithm for solving security constrained unitPalabras claves:Asynchronous parallel computing, Dual decomposition, Security-constrained unit commitmentAutores:Anitescu M., Kim K., Víctor M. ZavalaFuentes:scopusA computational framework for uncertainty quantification and stochastic optimization in unit commitment with wind power generation
ArticleAbstract: We present a computational framework for integrating a state-of-the-art numerical weather pbkp_redicPalabras claves:Closed-loop, economic dispatch, unit commitment, Weather forecasting, WindAutores:Anitescu M., Constantinescu E., Lee S., Rocklin M., Víctor M. ZavalaFuentes:scopusA stochastic electricity market clearing formulation with consistent pricing properties
ArticleAbstract: We argue that deterministic market clearing formulations introduce arbitrary distortions between dayPalabras claves:Electricity, Market clearing, network, pricing, stochasticAutores:Anitescu M., Birge J.R., Kim K., Víctor M. ZavalaFuentes:scopusDecentralized Schemes with Overlap for Solving Graph-Structured Optimization Problems
ArticleAbstract: We present a new algorithmic paradigm for the decentralized solution of graph-structured optimizatioPalabras claves:Asynchronous, decomposition, Parallel computingAutores:Anitescu M., Shin S., Víctor M. ZavalaFuentes:scopusEXPONENTIAL DECAY OF SENSITIVITY IN GRAPH-STRUCTURED NONLINEAR PROGRAMS
ArticleAbstract: We study solution sensitivity for nonlinear programs (NLPs) whose structures are induced by graphs.Palabras claves:GRAPHS, nonlinear programming, sensitivityAutores:Anitescu M., Shin S., Víctor M. ZavalaFuentes:scopusOn the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control
ArticleAbstract: We study the convergence properties of an overlapping Schwarz decomposition algorithm for solving noPalabras claves:Decomposition methods, nonlinear programming, Optimal Control, overlapping, Parallel algorithmsAutores:Anitescu M., Na S., Shin S., Víctor M. ZavalaFuentes:scopusOverlapping Schwarz Decomposition for Constrained Quadratic Programs
Conference ObjectAbstract: We present an overlapping Schwarz decomposition algorithm for constrained quadratic programs (QPs).Palabras claves:Autores:Anitescu M., Shin S., Víctor M. ZavalaFuentes:scopusScalable nonlinear programming via exact differentiable penalty functions and trust-region Newton methods
ArticleAbstract: We present an approach for nonlinear programming based on the direct minimization of an exact differPalabras claves:Exact differentiable penalty, Iterative linear algebra, Newton, nonlinear programming, Scalable, Trust regionAutores:Anitescu M., Víctor M. ZavalaFuentes:scopusReal-time nonlinear optimization as a generalized equation
ArticleAbstract: We establish results for the problem of tracking a time-dependent manifold arising in real-time optiPalabras claves:COMPLEMENTARITY, Generalized equations, Nonlinear optimization, Real-time optimization, stabilityAutores:Anitescu M., Víctor M. ZavalaFuentes:scopus