Mathematical Optimization


Journal Articles


1. Langer, Yves; Bouso, Alberte; Wik, Ellika; Apelfröjd, Senad; Gueuning, Thomas; Papavasiliou, Anthony. Multi-Area Reserve Dimensioning using Chance-Constrained Optimization. In: IEEE Transactions on Power Systems, (2022). doi:10.1109/TPWRS.2021.3133102 (Accepté/Sous presse). http://hdl.handle.net/2078.1/255446

2. Telha, Claudio; Guzman, Cristobal; Riffo, Javiera; Van Vyve, Mathieu. A Sequential Stackelberg Game for Dynamic Inspection Problems. In: European Journal of Operational Research, (2022). doi:10.1016/j.ejor.2021.12.015 (Accepté/Sous presse). http://hdl.handle.net/2078.1/256282

3. Stevens, Nicolas; Papavasiliou, Anthony. Application of the Level Method for Computing Locational Convex Hull Prices. In: IEEE Transactions on Power Systems, (2022). doi:10.1109/TPWRS.2022.3142567 (Accepté/Sous presse). http://hdl.handle.net/2078.1/256786

4. Aravena, Ignacio; Papavasiliou, Anthony. Asynchronous Lagrangian scenario decomposition. In: Mathematical Programming Computation, Vol. 13, p. 1-50 (2021). doi:10.1007/s12532-020-00185-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/228170

5. Yaman, Hande; Wolsey, Laurence. Convex hull results for generalizations of the constant capacity single node flow set. In: Mathematical Programming, Vol. 187, p. 351–382 (2021). doi:10.1007/s10107-020-01481-6. http://hdl.handle.net/2078.1/230417

6. Nesterov, Yurii; Nunes Grapiglia, Geovani. On inexact solution of auxiliary problems in tensor methods for convex optimization. In: Optimization Methods and Software, Vol. 36, no. 1, p. 145-170 (2021). doi:10.1080/10556788.2020.1731749. http://hdl.handle.net/2078.1/230821

7. De Wolf,Daniel; Smeers, Yves. Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients. In: European Journal of Operational Research, Vol. 2, no. 291, p. 491-496 (2021). doi:10.1016/j.ejor.2019.11.020. http://hdl.handle.net/2078.1/243920

8. Junca, Mauricio; Avila, Daniel. On reachability of Markov chains: A long-run average approach. In: IEEE Transactions on Automatic Control, (2021). doi:10.1109/tac.2021.3071334 (Accepté/Sous presse). http://hdl.handle.net/2078.1/250230

9. Ávila, D.; Löhndorf, N.; Papavasiliou, A. Parallel and distributed computing for stochastic dual dynamic programming. In: Computational Management Science, (2021). doi:10.1007/s10287-021-00411-x (Accepté/Sous presse). http://hdl.handle.net/2078.1/250254

10. Gillis, Nicolas; Glineur, François; Dewez, Julien. A geometric lower bound on the extension complexity of polytopes based on the f-vector. In: Discrete Applied Mathematics, Vol. 303, p. 22-38 (2021). doi:10.1016/j.dam.2020.09.028. http://hdl.handle.net/2078.1/243156

11. Papavasiliou, Anthony; Lété, Quentin. Impacts of Transmission Switching in Zonal Electricity Markets - Part I. In: IEEE Transactions on Power Systems, Vol. 36, no. 2, p. 902-913 (2021). doi:10.1109/tpwrs.2020.3015033 (Accepté/Sous presse). http://hdl.handle.net/2078.1/243048

12. Papavasiliou, Anthony; Lété, Quentin. Impacts of Transmission Switching in Zonal Electricity Markets - Part II. In: IEEE Transactions on Power Systems, Vol. 36, no. 2, p. 914-922 (2021). doi:10.1109/tpwrs.2020.3015012 (Accepté/Sous presse). http://hdl.handle.net/2078.1/243050

13. Frohn, Martin; Catanzaro, Daniele; Pesenti, Raffaele. An information theory perspective on the balanced minimum evolution problem. In: Operations Research Letters, Vol. 48, no.3, p. 362-367 (2020). doi:10.1016/j.orl.2020.04.010. http://hdl.handle.net/2078.1/230414

14. Filipecki, Bartosz; Van Vyve, Mathieu. Stronger path‐based extended formulation for the Steiner tree problem. In: Networks, Vol. 75, no. 1, p. 3-17 (2020). doi:10.1002/net.21901. http://hdl.handle.net/2078.1/232174

15. Nesterov, Yurii; Rodomanov, Anton. Smoothness Parameter of Power of Euclidean Norm. In: Journal of Optimization Theory and Applications, Vol. 185, no.2, p. 303-326 (2020). doi:10.1007/s10957-020-01653-6. http://hdl.handle.net/2078.1/230415

16. Papavasiliou, Anthony; Bertrand, Gilles. Adaptive Trading in Continuous Intraday Electricity Markets for a Storage Unit. In: IEEE Transactions on Power Systems, Vol. 35, no. 3, p. 2339-2350 (2020). doi:10.1109/tpwrs.2019.2957246. http://hdl.handle.net/2078.1/224572

17. Catanzaro, Daniele; Wolsey, Laurence; Pesenti, Raffaele. On the balanced minimum evolution polytope. In: Discrete Optimization, Vol. 36, p. 100570 (2020). doi:10.1016/j.disopt.2020.100570 (Accepté/Sous presse). http://hdl.handle.net/2078.1/230413

18. Mehrmann, Volker; Van Dooren, Paul; Bankmann, Daniel; Nesterov, Yurii. Computation of the Analytic Center of the Solution Set of the Linear Matrix Inequality Arising in Continuous- and Discrete-Time Passivity Analysis. In: Vietnam Journal of Mathematics, Vol. 48, no.4, p. 633-659 (2020). doi:10.1007/s10013-020-00427-x. http://hdl.handle.net/2078.1/242849

19. Nesterov, Yurii; Absil, Pierre-Antoine; Berger, Guillaume; Jungers, Raphaël M. On the Quality of First-Order Approximation of Functions with Hölder Continuous Gradient. In: Journal of Optimization Theory and Applications, Vol. 185, p. 17-33 (2020). doi:10.1007/s10957-020-01632-x. http://hdl.handle.net/2078.1/227384