Zobrazeno 1 - 10
of 298
pro vyhledávání: '"Garcia, Joaquim"'
Simulating long-term hydrothermal bid-based markets considering strategic agents is a challenging task. The representation of strategic agents considering inter-temporal constraints within a stochastic framework brings additional complexity to the al
Externí odkaz:
http://arxiv.org/abs/2403.07270
Autor:
Rosemberg, Andrew, Tanneau, Mathieu, Fanzeres, Bruno, Garcia, Joaquim, Van Hentenryck, Pascal
The Optimal Power Flow (OPF) problem is integral to the functioning of power systems, aiming to optimize generation dispatch while adhering to technical and operational constraints. These constraints are far from straightforward; they involve intrica
Externí odkaz:
http://arxiv.org/abs/2310.04605
Stochastic Dual Dynamic Programming (SDDP) is a widely used and fundamental algorithm for solving multistage stochastic optimization problems. Although SDDP has been frequently applied to solve risk-averse models with the Conditional Value-at-Risk (C
Externí odkaz:
http://arxiv.org/abs/2307.13190
Autor:
Xavier, Pedro Maciel, Ripper, Pedro, Andrade, Tiago, Garcia, Joaquim Dias, Maculan, Nelson, Neira, David E. Bernal
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 JuMP problems for straightforward application in many physics and physics-inspir
Externí odkaz:
http://arxiv.org/abs/2307.02577
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 Hyperparameter Tuning for Support Vector Regression. We describe a bilevel model f
Externí odkaz:
http://arxiv.org/abs/2305.17320
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 that they essentially fit a mixture of identical spherical Gaussians to
Externí odkaz:
http://arxiv.org/abs/2302.02450
We introduce DiffOpt.jl, a Julia library to differentiate through the solution of optimization problems with respect to arbitrary parameters present in the objective and/or constraints. The library builds upon MathOptInterface, thus leveraging the ri
Externí odkaz:
http://arxiv.org/abs/2206.06135
Autor:
Lubin, Miles, Dowson, Oscar, Garcia, Joaquim Dias, Huchette, Joey, Legat, Benoît, Vielma, Juan Pablo
JuMP is an algebraic modeling language embedded in the Julia programming language. JuMP allows users to model optimization problems of a variety of kinds, including linear programming, integer programming, conic optimization, semidefinite programming
Externí odkaz:
http://arxiv.org/abs/2206.03866
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 describe both upper and lower-level optimization problems using the JuMP alge
Externí odkaz:
http://arxiv.org/abs/2205.02307
Autor:
Rosemberg, Andrew, Tanneau, Mathieu, Fanzeres, Bruno, Garcia, Joaquim, Van Hentenryck, Pascal
Publikováno v:
In Electric Power Systems Research October 2024 235