Browsing by Author "Georghiou, Angelos"
Now showing items 1-5 of 5
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Binary decision rules for multistage adaptive mixed-integer optimization
Bertsimas, Dimitris; Georghiou, Angelos (2018)Decision rules provide a flexible toolbox for solving computationally demanding, multistage adaptive optimization problems. There is a plethora of real-valued decision rules that are highly scalable and achieve good quality ...
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The decision rule approach to optimization under uncertainty: methodology and applications
Georghiou, Angelos; Kuhn, Daniel; Wiesemann, Wolfram (2019)Dynamic decision-making under uncertainty has a long and distinguished history in operations research. Due to the curse of dimensionality, solution schemes that naïvely partition or discretize the support of the random ...
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Low-Complexity Method for Hybrid MPC with Local Guarantees
Frick, Damian; Georghiou, Angelos; Jerez, Juan L.; Domahidi, Alexander; Morari, Manfred (2019)Model predictive control problems for constrained hybrid systems are usually cast as mixed-integer optimization problems (MIPs). However, commercial MIP solvers are designed to run on desktop computing platforms and are ...
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Article
The Power of Diversity: Data-Driven Robust Predictive Control for Energy-Efficient Buildings and Districts
Darivianakis, Georgios; Georghiou, Angelos; Smith, Roy S.; Lygeros, John (2019)The cooperative energy management of aggregated buildings has recently received a great deal of interest due to substantial potential energy savings. These gains are mainly obtained in two ways: 1) exploiting the load ...
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Robust Dual Dynamic Programming
Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram (2019)Multistage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. ...