A Convex Optimization Algorithm for Electricity Pricing of Charging Stations
The problem of electricity pricing for charging stations is a multi-objective mixed integer nonlinear programming. Existing algorithms have low efficiency in solving this problem.
Jing Zhang +7 more
doaj +1 more source
Computational Complexity versus Statistical Performance on Sparse Recovery Problems [PDF]
We show that several classical quantities controlling compressed sensing performance directly match classical parameters controlling algorithmic complexity.
Boumal, Nicolas +2 more
core +5 more sources
A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs [PDF]
This paper develops a linear-programming-based branch-and-bound algorithm for mixed-integer conic quadratic programs. The algorithm is based on a known higher-dimensional or lifted polyhedral relaxation of conic quadratic constraints. The algorithm is different from other linear-programming-based branch-and-bound algorithms for mixed-integer nonlinear
Juan Pablo Vielma +2 more
openaire +1 more source
Scenario-based cuts for structured two-stage stochastic and distributionally robust p-order conic mixed integer programs [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Manish Bansal, Yingqiu Zhang
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The integration of shiftable/curtailment distribution generators (DGs) along with quick-response storage has not only increased the transaction’s flexibility but also puzzled the bidding willingness of transmission-connected market players (TMPs ...
Cong Liu +8 more
doaj +1 more source
Conic approach to quantum graph parameters using linear optimization over the completely positive semidefinite cone [PDF]
We investigate the completely positive semidefinite cone $\mathcal{CS}_+^n$, a new matrix cone consisting of all $n\times n$ matrices that admit a Gram representation by positive semidefinite matrices (of any size).
Laurent, Monique, Piovesan, Teresa
core +3 more sources
Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets [PDF]
Cataloged from PDF version of article.We describe a challenging class of large mixed-integer second-order cone programming models which arise in computing the maximum price that a buyer is willing to disburse to acquire an American contingent claim in an
Pinar, M. C.
core +1 more source
This paper proposes a Mixed Integer Conic Programming (MICP) model for community microgrids considering the network operational constraints and building thermal dynamics.
Guodong Liu +4 more
doaj +1 more source
A mixed-integer conic programming formulation for computing the flexibility index under multivariate gaussian uncertainty [PDF]
We present a methodology for computing the flexibility index when uncertainty is characterized using multivariate Gaussian random variables. Our approach computes the flexibility index by solving a mixed-integer conic program (MICP). This methodology directly characterizes ellipsoidal sets to capture correlations in contrast to previous methodologies ...
Pulsipher, Joshua L., Zavala, Victor M.
openaire +2 more sources

