Miguel F. Anjos
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Cahiers du GERAD
In this report, we present our winning solution to the 16th AIMMS-MOPTA Optimization Modeling Competition on whether a fully renewable energy grid would bene...
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The increasing penetration of renewable electricity generation as well as the implementation of demand response programs has led to new challenges in the ope...
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We consider a provider of electric vehicle charging that operates a network of charging stations and uses time-varying pricing to maximize profit and reduce ...
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The water pump scheduling problem is an optimisation model that determines which water pumps will be turned on or off at each time period over a given time h...
BibTeX referenceOptimizing strategies for short-term hydropower scheduling using a blackbox optimization framework
This paper presents a study on the best possible use of optimization models for the short-term hydropower scheduling problem. Different deterministic and sto...
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For planning the operation of power transmission systems, which transport the energy produced by generation plants to customers centers, it is essential to e...
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This paper studies the properties of a stochastic optimization model for the short-term hydropower generation problem with uncertain inflows. The uncertaint...
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Every component of an electric power system is susceptible to failure. The power transmission system connects generating units to local distribution systems,...
BibTeX referencePleiad: An open-source modeling package for exploring residential flexibility in the smart grid
Demand response (DR) has been increasingly growing in significance among the solutions to tackle climate change, along with the development of intermittent r...
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A new business opportunity is emerging with the combination of three key market trends: (1) Increased penetration of residential solar PV; (2) Rapid reductio...
BibTeX referenceOn the impact of the power production function approximation on hydropower maintenance scheduling
Maintenance planning for hydropower plants is a crucial problem. In this paper, we evaluate the impact of the Hydropower Production Function (HPF) formulatio...
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The accessibility and reducing cost of distributed renewable energy sources are stimulating the emergence of small-scale residential prosumers who can produc...
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While one can exploit the storage properties and thus the deferability or anticipation potential of many classes of power system loads (such as thermal loads...
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This work considers the graph partitioning problem known as maximum k-cut. It focuses on investigating features of a branch-and-bound method to efficiently...
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The energy landscape is marked by a rapid emergence of electricity prosumers at all levels of the grid. While energy policy seems to be more adaptive to the ...
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This paper presents a linear mixed-integer formulation to solve the short-term unit commitment problem. It determines the pair of maximum efficiency points o...
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We consider the use of demand response to address phase unbalance in a distribution grid. At present this problem is addressed by modifying the topology of t...
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Intermittent renewable energy, such as solar and wind, brings uncertainty into the grid. To increase their contribution into the energy mix, load management ...
BibTeX referenceTulip: An open-source interior-point linear optimization solver with abstract linear algebra
This paper introduces the algorithmic design and implementation of Tulip, an open-source interior-point solver for linear optimization. It implements the ho...
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Computational speed and global optimality are a key need for pratical algorithms of the OPF problem. Recently, we proposed a tight-and-cheap conic relaxation...
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In demand-response programs, aggregators balance the needs of generation companies and end-users. This work proposes a two-phase framework that shaves the ag...
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Smart homes have the potential to achieve efficient energy consumption: households can profit from appropriately scheduled consumption. By 2020, 35% of all h...
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The optimal reactive power dispatch (ORPD) problem is an alternating current optimal power flow (ACOPF) problem where discrete control devices for regulating...
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We present a new strategic multi-period optimization problem for the siting of electric vehicle (EV) charging stations. One main novelty in this problem is t...
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Smart homes have the potential to achieve optimal energy consumption with appropriate scheduling. It is expected that 35% of households in North America an...
BibTeX referenceRobust self-scheduling of a price-maker energy storage facility in the New York electricity market
Recent progress in energy storage have contributed to create large-scale storage facilities and to decrease their costs. This may bring economic opportunitie...
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Maintenance of power generators is essential for reliable and efficient electricity production. Because generators under maintenance are typically inactive, ...
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We consider the maximum \(k\)
-cut problem that involves partitioning the vertex set of a graph into \(k\)
subsets such that the sum of the weights of the...
The classical alternating current optimal power flow problem is highly nonconvex and generally hard to solve. Convex relaxations, in particular semidefinite,...
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The facility layout problem is concerned with finding an arrangement of non-overlapping indivisible departments within a facility so as to minimize the tota...
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Maintenance activities help prevent costly generator breakdowns but because generators under maintenance are typically unavailable, the impact of maintenance...
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Electric power systems need to ensure that production and demand of electricity are continuously in balance. With fundamental changes taking place in the p...
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This paper proposes a framework to determine day-ahead capacity profiles that account for the stochastic demand generated by user behavior in smart buildings...
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With the increasing penetration of renewable energy sources in the electrical power grid, demand response via thermostatic appliances such as electric wate...
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Facility layout is a well-known operations research problem that arises in various applications. The multi-row layout is a challenging optimization problem...
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This work presents a collaborative scheme for the end-users in a smart building with multiple housing units. This approach determines a day-ahead operational...
BibTeX referencePower capacity profile estimation for building heating and cooling in demand side management
This paper presents a new methodology to estimate power capacity profiles for smart buildings. The capacity profile can be used within a demand side manage...
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We consider the maximum \(k\)
-cut problem that consists in partitioning the vertex set of a graph into \(k\)
subsets
such that the sum of the weights o...
Facility layout problems are an important class of operations research problems that has been studied for several decades. Most variants of facility layout ...
BibTeX referenceA methodology for ensemble wind power scenarios generation from numerical weather predictions
Electric utilities have been using wind power to an increasing extent in order to provide clean energy. However, this resource depends on the intermittency o...
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It is well known that the mixed linear complementarity problem can be used to model the equilibrium in energy markets as well as a host of other engineering ...
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A critical step of any cutting plane algorithm is to find valid inequalities, or cuts, that improve the current relaxation of the integer-constrained problem...
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The unequal-areas facility layout problem is concerned with finding the optimal arrangement of a given number of non-overlapping indivisible departments with...
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The facility layout problem is a well-known operations research problem that arises in multiple applications. This paper is concerned with the multi-row layo...
BibTeX referenceConic optimization
Conic optimization refers to the problem of optimizing a linear function over the intersection of an affine space and a closed convex cone. Conic optimizat...
BibTeX referenceOptimization and the smart grid
A smart grid is the combination of a traditional electrical power distribution system with two-way communication between suppliers and consumers. This combin...
BibTeX referenceTime-ahead pricing of energy supply
This report proposes two electricity pricing strategies for the Major of an American town of 16,000 people. An implementation with the AIMMS software is pres...
BibTeX referenceA semidefinite optimization-based approach for global optimization of multi-row facility layout
This paper is concerned with the Multi-Row Facility Layout Problem. Given a set of rectangular facilities, a fixed number of rows, and weights for each pair ...
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In this paper, we propose a model for an energy broker who acts as a third party between the grid and its clients, through the maintenance of a two-sided po...
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This paper provides new results on the application of semidefinite optimization to satisfiability by studying the connection between semidefinite optimizatio...
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Hybrid power systems for off-grid sites are commonly designed using simulation. Operating rules for the controller dispatch strategy are defined, and a sim...
BibTeX referenceImproved Risk Allocation-Based Algorithm for Chance-Constrained Generation Expansion Planning
Generation Expansion Planning (GEP) with load uncertainty is modeled in this paper using chance constrained programming, and new iterative solution algorit...
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Many important NP-hard combinatorial problems can be efficiently approximated using semidefinite programming relaxations. We propose a new hierarchy of sem...
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This paper deals with the development of an efficient iterative method to solve the chance-constrained generation expansion planning (GEP) problem. Reliabili...
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The integer least squares problem is an important problem that arises in numerous applications. We propose a real relaxation-based branch-and-bound (RRBB) ...
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The unit commitment problem is a fundamental problem in the operation of power systems. The purpose of unit commitment is to minimize the system-wide cost o...
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The past decade has seen advances in general methods for symmetry breaking in mixed-integer linear programming. These methods are advantageous for general ...
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This paper is concerned with computing global optimal solutions for maximum k-cut problems. We improve on the SBC algorithm of Ghaddar, Anjos and Liers in...
BibTeX referenceAn Experimental Study on Load-Peak Shaving in Smart Homes by Means of Online Admission Control
This paper presents the design, implementation, and the first experimental results of an architecture for autonomous demand-side load management (ADSM) syste...
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A minimum equicut of an edge-weighted graph is a partition of the nodes of the graph into two sets of equal size such that the sum of the weights of ed...
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Facility layout is a well-known operations research problem that arises in numerous areas of applications. The multi-row facility layout problem is concerne...
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This paper presents a system architecture for demand side load management in the Smart Grid, which is composed of three main modules for admission control, l...
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The maximum-stable-set and maximum-clique problems are operations research problems that arise in numerous areas such as social networking, electrical engin...
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We present a new primal-dual interior-point algorithm for linear programming problems with equality and inequality constraints. The inequality constraints ar...
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This paper explores new connections between the satisfiability problem and semidefinite programming. We show how the process of resolution in satisfiability...
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This chapter provides an overview of cone optimization models for facility layout and VLSI floorplanning problems. We focus on two classes of problems to w...
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We present a three-stage method using mathematical-programming techniques for finding high-quality solutions to the multi-floor facility layout problem. The...
BibTeX referenceAn Iterative Scheme for Valid Polynomial Inequality Generation in Binary Polynomial Programming
Semidefinite programming has been used successfully to build hierarchies of convex relaxations to approximate polynomial programs. This approach rapidly beco...
BibTeX referenceSymmetry in Scheduling Problems
The presence of symmetry is common in certain types of scheduling problems. Symmetry can occur when one is scheduling a collection of jobs on multiple identi...
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