List of technical reports of year 2014
Bigi, Giancarlo and Passacantando, Mauro
The auxiliary problem principle allows solving a given equilibrium problem (EP) through an equivalent auxiliary problem with better properties. The paper investigates two families of auxiliary EPs: the classical auxiliary problems, in which a regularizing term is added to the equilibrium bifunction, and the regularized Minty EPs. The conditions that ensure the equivalence of a given EP with each of these auxiliary problems are investigated. This analysis leads to extending some known results for variational inequalities and linear EPs to the general case; moreover, new results are obtained as well. In particular, both new results on the existence and uniqueness of solutions and new error bounds based on gap functions with good convexity properties are obtained under weak quasimonotonicity or weak concavity assumptions.
Tahanan, Milad and van Ackooij, Wim and Frangioni, Antonio and Lacalandra, Fabrizio
The Unit Commitment problem in energy management aims at finding the optimal productions schedule of a set of generation units while meeting various system-wide constraints. It has always been a large-scale, non-convex difficult problem, especially in view of the fact that operational requirements imply that it has to be solved in an “unreasonably” small time; recently, the ever increasing capacity for renewable generation has strongly increased the level of uncertainty in the system, making the (ideal) Unit Commitment model a large-scale, non-convex, (stochastic, ro-bust, chance-constrained) program. We provide a survey of the literature on methods for the Uncertain Unit Commitment problem, in all its variants. We start with a review of the main contributions on solution methods for the deterministic versions of the problem, focussing on those based on mathematical programming techniques that are more relevant for the uncertain versions of the problem. We then present and categorize the approaches to the latter, also providing entry points to the relevant literature on optimization under uncertainty.
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