LIDAM publications in Operations Research

Journal Articles

1. Cartuyvels, Jacques; Bertrand, Gilles; Papavasiliou, Anthony. Market Equilibria in Cross-Border Balancing Platforms. In: IEEE Transactions on Energy Markets, Policy and Regulation, (2024). doi:10.1109/TEMPR.2024.3360475 (Accepté/Sous presse). http://hdl.handle.net/2078.1/284739

2. Stevens, Nicolas; Smeers, Yves; Papavasiliou, Anthony. Indivisibilities in investment and the role of a capacity market. In: Journal of Regulatory Economics, (2024). doi:10.1007/s11149-024-09473-6 (Accepté/Sous presse). http://hdl.handle.net/2078.1/285814

3. Cho, Jehum; Papavasiliou, Anthony. Exact Mixed-Integer Programming Approach for Chance-Constrained Multi-Area Reserve Sizing. In: IEEE Transactions on Power Systems, Vol. 39, no. 2, p. 3310-3323 (2024). doi:10.1109/TPWRS.2023.3279692. http://hdl.handle.net/2078.1/276778

4. Avila Girardot, Daniel; Papavasiliou, Anthony; Junca, Mauricio; Exizidis, Lazaros. Applying High-Performance Computing to the European Resource Adequacy Assessment. In: IEEE Transactions on Power Systems, Vol. 39, no. 2, p. 3785-3797 (2024). doi:10.1109/TPWRS.2023.3304717. http://hdl.handle.net/2078.1/277340

5. Avila Girardot, Daniel; Papavasiliou, Anthony; Nils Lohndorf. Batch Learning SDDP for Long-Term Hydrothermal Planning. In: IEEE Transactions on Power Systems, Vol. 39, no. 1, p. 614-627 (2024). doi:10.1109/TPWRS.2023.3246724. http://hdl.handle.net/2078.1/273050

6. Nesterov, Yurii. Primal Subgradient Methods with Predefined Step Sizes. In: Journal of Optimization Theory and Applications, (2024). doi:10.1007/s10957-024-02456-9 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292848

7. Stevens, Nicolas; Papavasiliou, Anthony; Smeers, Yves. On some advantages of convex hull pricing for the European electricity auction. In: Energy Economics, (2024). doi:10.1016/j.eneco.2024.107542 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286967

8. Dehaybe, Henri; Catanzaro, Daniele; Chevalier, Philippe. Deep Reinforcement Learning for Inventory Optimization with Non-Stationary Uncertain Demand. In: European Journal of Operational Research, (2024). doi:10.1016/j.ejor.2023.10.007. http://hdl.handle.net/2078.1/278584

9. Rodomanov, Anton; Nesterov, Yurii. Subgradient ellipsoid method for nonsmooth convex problems. In: Mathematical Programming, Vol. 199, p. 305-341 (2023). doi:10.1007/s10107-022-01833-4. http://hdl.handle.net/2078.1/272860

10. Nesterov, Yurii. Inexact accelerated high-order proximal-point methods. In: Mathematical programming, Vol. 197, no.1, p. 1-26 (2023). doi:10.1007/s10107-021-01727-x. http://hdl.handle.net/2078.1/277134

11. Doikov, Nikita; Nesterov, Yurii. Affine-invariant contracting-point methods for Convex Optimization. In: Mathematical Programming, Vol. 198, no. 1, p. 115-137 (2023). doi:10.1007/s10107-021-01761-9. http://hdl.handle.net/2078.1/272861

12. Aardal, Karen; Scavuzzo, Lara; Wolsey, Laurence. A study of lattice reformulations for integer programming. In: Operations Research Letters, Vol. 51, no.4, p. 401-407 (2023). doi:10.1016/j.orl.2023.05.001. http://hdl.handle.net/2078.1/286729

13. Leplat, Valentin; Nesterov, Yurii; Gillis, Nicolas; Glineur, François. Conic optimization-based algorithms for nonnegative matrix factorization. In: Optimization Methods and Software, Vol. 38, no.4, p. 837-859 (2023). doi:10.1080/10556788.2023.2189714. http://hdl.handle.net/2078.1/277136

14. Catanzaro, Daniele; Pesenti, Raffaele; Ronco, Roberto. Job scheduling under Time-of-Use energy tariffs for sustainable manufacturing: a survey. In: European Journal of Operational Research, Vol. 308, no.3, p. 1091-1109 (2023). doi:10.1016/j.ejor.2023.01.029. http://hdl.handle.net/2078.1/278688

15. Nesterov, Yurii. Set-Limited Functions and Polynomial-Time Interior-Point Methods. In: Journal of Optimization Theory and Applications, (2023). doi:10.1007/s10957-023-02163-x (Accepté/Sous presse). http://hdl.handle.net/2078.1/277062

16. Catanzaro, Daniele; Frohn, Martin; Gascuel, Olivier; Pesenti, Raffaele. A Massively Parallel Branch-&-Bound Algorithm for the Balanced Minimum Evolution Problem. In: Computers & Operations Research, Vol. 158, p. 106308 (2023). doi:10.1016/j.cor.2023.106308. http://hdl.handle.net/2078.1/278715

17. Mezghani, Ilyès; Stevens, Nicolas; Papavasiliou, Anthony; Chatzigiannis, Dimitris I. Hierarchical Coordination of Transmission and Distribution System Operations in European Balancing Markets. In: IEEE Transactions on Power Systems, Vol. 38, no. 5, p. 3990-4002 (2023). doi:10.1109/TPWRS.2022.3208968. http://hdl.handle.net/2078.1/266127

18. Papavasiliou, Anthony; Cartuyvels, Jacques; Bertrand, Gilles; Marien, Alain. Implementation of scarcity pricing without co-optimization in European energy-only balancing markets. In: Utilities Policy : strategy, performance, regulation, Vol. 81, p. 101488 (2023). doi:10.1016/j.jup.2022.101488. http://hdl.handle.net/2078.1/278481

19. Roald, Line A.; Pozo, David; Papavasiliou, Anthony; Molzahn, Daniel K.; Kazempour, Jalal; Conejo, Antonio. Power systems optimization under uncertainty: a review of methods and applications. In: Electric Power Systems Research, Vol. 214, no.part A, p. 108725 (2023). doi:10.1016/j.epsr.2022.108725. http://hdl.handle.net/2078.1/277932

20. Cartuyvels, Jacques; Papavasiliou, Anthony. Calibration of Operating Reserve Demand Curves Using a System Operation Simulator. In: IEEE Transactions on Power Systems, Vol. 38, no. 4, p. 3043-3055 (2023). doi:10.1109/TPWRS.2022.3200125. http://hdl.handle.net/2078.1/264605

21. Cho, Jehum; Papavasiliou, Anthony. Pricing Under Uncertainty in Multi-Interval Real-Time Markets. In: Operations research, Vol. 71, no. 6, p. 1928-1942 (2023). doi:10.1287/opre.2022.2314. http://hdl.handle.net/2078.1/276777

22. Gasparin, Andrea; Camerota Verdù, Federico Julian; Catanzaro, Daniele; Castelli, Lorenzo. An evolution strategy approach for the balanced minimum evolution problem. In: Bioinformatics, Vol. 39, no. 11 (2023), p. btad660 (2023). doi:10.1093/bioinformatics/btad660. http://hdl.handle.net/2078.1/280077

23. Grapiglia, Geovani N.; Nesterov, Yurii. Adaptive Third-Order Methods for Composite Convex Optimization. In: SIAM Journal on Optimization, Vol. 33, no.3, p. 1855-1883 (2023). doi:10.1137/22M1480872. http://hdl.handle.net/2078.1/292838

24. Doikov, Nikita; Nesterov, Yurii. Gradient regularization of Newton method with Bregman distances. In: Mathematical programming, (2023). doi:10.1007/s10107-023-01943-7 (Accepté/Sous presse). http://hdl.handle.net/2078.1/277135

25. Papavasiliou, Anthony; Bouso, Alberte; Apelfröjd, Senad; Wik, Ellika; Gueuning, Thomas; Langer, Yves. Multi-Area Reserve Dimensioning using Chance-Constrained Optimization. In: IEEE Transactions on Power Systems, Vol. 37, no. 5, p. 3982-3994 (2022). doi:10.1109/TPWRS.2021.3133102. http://hdl.handle.net/2078.1/255446

Book Chapters

1. Madani, Mehdi; Papavasiliou, Anthony. A note on a revenue adequate pricing scheme that minimizes make-whole payments. In: 2022 18th International Conference on the European Energy Market (EEM) , IEEE Xplore, 2022. 9781665408967. xxx xxx. doi:10.1109/EEM54602.2022.9920995. http://hdl.handle.net/2078.1/278458

2. Papavasiliou, Anthony; Doorman, Gerard; Bjørndal, Mette; Langer, Yves; Leclercq, Guillaume; Crucifix, Pierre. Interconnection of Norway to European Balancing Platforms Using Hierarchical Balancing. In: 2022 18th International Conference on the European Energy Market (EEM) , IEEE Xplore, 2022. 9781665408967. xxx xxx. doi:10.1109/EEM54602.2022.9921153. http://hdl.handle.net/2078.1/278455

3. Doikov, Nikita; Nesterov, Yurii. Convex optimization based on global lower second-order models. In: Advances in Neural Information Processing Systems 33 : 34th Conference on Neural Information Processing Systems (NeurIPS 2020) , NeurIPS, 2021. 9781713829546. xxx xxx. http://hdl.handle.net/2078.1/292830