This thesis is to propose efficient and robust algorithms based on Linear Decision Rule (LDR), which expand the applicability of the existing LDR methods. Representative and complex operation models are analyzed and solved by the proposed approaches. The research motivation and scope are provided in Chapter 1. Chapter 2 introduces the generic LDR method and the contributions of this thesis to the LDR literature. To extend the LDR method to nonlinear objectives, two methods are proposed. The first is an iterative LDR (ILDR) method that tackles general concave differentiable nonlinear terms in the objective function. The second treats quadratic terms in the objective function by a Second-Order Cone approximation. The details and implement...
<p>We study the merchant operations of commodity and energy conversion assets. Examples of such asse...
The objective of this work is to introduce techniques for the computation of optimal and near-optima...
This dissertation contains a discussion concerning the validity of the principle of optimality and t...
This thesis investigates the Linear Decision Rule (LDR) approach applied to the bidding problem of a...
Hydro power producers are faced with the task of releasing water from the reservoirs in the right ti...
The seasonal hydropower planning problem is presented as a robust optimization model using linear de...
We consider the widely-studied class of production-inventory problems from the seminal work of Ben-T...
AbstractThe seasonal hydropower planning problem is presented as a robust optimization model using l...
Sustainable resource management in many domains presents large continuous stochastic optimization pr...
Dynamic decision problems affected by uncertain data are notoriously hard to solve due to the prese...
Two main contributors to the uncertainty of production systems are capacity and random yield; theref...
AbstractWe consider the problem of scheduling production of an inventoried item, using a production ...
This dissertation contains a discussion concerning the validity of the principle of optimality and t...
Thesis (Ph.D.)--University of Washington, 2018A broad range of optimization problems in applications...
International audienceWe are interested in optimally controlling a discrete time dynamical system th...
<p>We study the merchant operations of commodity and energy conversion assets. Examples of such asse...
The objective of this work is to introduce techniques for the computation of optimal and near-optima...
This dissertation contains a discussion concerning the validity of the principle of optimality and t...
This thesis investigates the Linear Decision Rule (LDR) approach applied to the bidding problem of a...
Hydro power producers are faced with the task of releasing water from the reservoirs in the right ti...
The seasonal hydropower planning problem is presented as a robust optimization model using linear de...
We consider the widely-studied class of production-inventory problems from the seminal work of Ben-T...
AbstractThe seasonal hydropower planning problem is presented as a robust optimization model using l...
Sustainable resource management in many domains presents large continuous stochastic optimization pr...
Dynamic decision problems affected by uncertain data are notoriously hard to solve due to the prese...
Two main contributors to the uncertainty of production systems are capacity and random yield; theref...
AbstractWe consider the problem of scheduling production of an inventoried item, using a production ...
This dissertation contains a discussion concerning the validity of the principle of optimality and t...
Thesis (Ph.D.)--University of Washington, 2018A broad range of optimization problems in applications...
International audienceWe are interested in optimally controlling a discrete time dynamical system th...
<p>We study the merchant operations of commodity and energy conversion assets. Examples of such asse...
The objective of this work is to introduce techniques for the computation of optimal and near-optima...
This dissertation contains a discussion concerning the validity of the principle of optimality and t...