Publications

A list of selected papers published by M2ACS members is shown below.

2016

R.S. Go, F.D. Munoz, and J.P. Watson. Assessing the Economic Value of Co-Optimized Energy Storage and Expansion Investments to Support High Renewable Portfolio Stan- dards. Applied Energy, To Appear.

A. Castillo, C.D. Laird, C. Silva-Monroy, J.P. Watson, and R.P. O’Neill. The Unit Commitment Problem with AC Optimal Power Flow Constraints. IEEE Transactions on Power Systems, To Appear.

N. Li, C. U ̧ckun, E. Constantinescu, J.R. Birge, K.W. Hedman, and A. Botterud, Flex- ible Operation of Batteries in Power System Scheduling with Renewable Energy, IEEE Transactions on Sustainable Energy, to appear.

B. Nicholson, J.D. Siirola, J.P. Watson, V. Zavala, and L.T. Biegler. pyomo.dae: A Modeling and Automatic Discretization Framework for Optimization with Differential and Algebraic Equations. Under review, Mathematical Programming Computation.

A. Sur, “Relative Importance of M-stationarity over strong stationarity for a Class of SMPCC Problems,” Operations Research Letters, to appear.

S. Ahmed, J. Luedtke, Y. Song, and W. Xie, “Nonanticipative duality, relaxations, and for- mulations for chance-constrained stochastic programs”, Mathematical Programming (ac- cepted for publication), 2016.

David A. Barajas-Solano and Alexandre M. Tartakovsky, Probabilistic density function method for nonlinear dynamical systems driven by colored noise, Phys. Rev. E, 93(5), p. 052121, 2016.

I. Bright, G. Lin*, N. Kutz, Classification of Spatio-temporal Data via Asynchronous sparse sampling: Application to flow around a cylinder, SIAM Multiscale modeling and simulation, in press, 2016.

A. Castillo, P. Lipka, J.P. Watson, S. Oren, and R. O’Neill. A Current-Voltage Successive Linear Programming Approach to Solving the ACOPF. IEEE Transactions on Power Systems, Volume 31, Issue 4, 2016.

N. Y. Chiang, and V. M. Zavala. Large-Scale Optimal Control of Interconnected Gas and Electrical Transmission Systems. Applied Energy, In Press, 2016.

M. C. Ferris and Y. Liu, “Modeling Demand Response in Organized Wholesale Energy Markets,” Optimization Methods and Software, vol. 31, pp. 1064–1088, May 2016.

D. Gade, G. Hackebeil, S.M. Ryan, J.P. Watson, R. Wets, and D.L. Woodruff. Obtain- ing Lower Bounds from the Progressive Hedging Algorithm for Stochastic Mixed-Integer Programs. Mathematical Programming, Volume 157, Issue 1, 2016.

H. Jeon, J. Linderoth, and A. Miller, “Quadratic Cone Cutting Surfaces for Quadratic Programs with On-Off Constraints”, Discrete Optimization, to appear, 2016.

Ananth Kalyanaraman, Mahantesh Halappanavar, Daniel Chavarr ́ıa-Miranda, Hao Lu, Karthi Duraisamy, and Partha Pratim Pande, Fast Uncovering of Graph Communities on a Chip: Toward Scalable Community Detection on Multicore and Manycore Platforms, Foundations and Trends in Electronic Design Automation, 10(3), 145–247, 2016.

Arif Khan, Alex Pothen, Md. Mostofa Ali Patwary, Mahantesh Halappanavar, Nadathur Rajagopalan Satish, Narayanan Sundaram and Pradeep Dubey, Designing scalable b- Matching algorithms on distributed memory multiprocessors via approximation, Proceed- ings of ACM/IEEE Supercomputing (SC16), 2016.

Arif Khan and Alex Pothen and Md. Mostofa Ali Patwary and Nadathur Rajagopalan Satish and Narayanan Sundaram and Fredrik Manne and Mahantesh Halappanavar and Pradeep Dubey, Efficient Approximation Algorithms for Weighted b-Matching, Accepted for publication in SIAM Journal on Scientific Computing, 2016.

G. Karagiannis, B. Konomi, F. Liang, G. Lin*, Parallel Interactive Stochastic Approxima- tion Annealing for Global Optimization, Journal of Computational and Graphical Statics, 1-19, doi:10.1007/s11222-016-9663-0, 2016

Kibaek Kim, Fan Yang, Victor M. Zavala, and Andrew A. Chien, Data Centers as Dis- patchable Loads to Harness Stranded Power, IEEE Transactions on Sustainable Energy (accepted), 2016

Kibaek Kim and Victor M Zavala. Large-Scale Stochastic Mixed-Integer Programming Algorithms for Power Generation Scheduling. Book chapter in Alternative Energy Sources and Technologies, 2016

Kim, T. and Wright, S. J., An Sl1LP-active set approach for feasibility restoration in power systems, Optimization and Engineering 17 (2016), pp. 385–419.

Kim, T. and Wright, S. J., PMU placement for line outage identification via multiclass logistic regression, to appear in IEEE Transactions on Smart Grid, 2016

Kim, T., Wright, S. J., Bienstock, D., and Harnett, S., Vulnerability analysis of power systems, to appear in IEEE Transactions on Network Science and Engineering, 2016.

Y. Kim, O. Huber, and M. C. Ferris, “A Structure-Preserving Pivotal Method for Affine Variational Inequalities,” ArXiv e-prints, vol. 1608.03491, 2016.

B. Kocuk, H. Jeon, S. Dey, J. Linderoth, J. Luedtke, and A. Sun, “A Cycle-Based For- mulation and Valid Inequalities for DC Power Transmission Problems with Switching”, Operations Research, to appear, 2016.

Konomi, B., G. Karagiannis, G. Lin*, Bayesian treed Calibration: an application to Carbon capture with AX sorbent, Journal of American Statistical Association, in press, 2016

W. Li*, G. Lin*, B. Li, Inverse regression-based uncertainty quantification algorithms for high-dimensional models in theory and practice, Journal of Computational Physics, 321:259-278, 2016

Q. Liao, G. Lin*, Reduced basis ANOVA method for partial differential equation with high-dimensional random inputs, Journal of Computational Physics, 317: 148-164, 2016.

C. Lim, J. Linderoth, and J. Luedtke, “Valid Inequalities for Separable Concave Con- straints with Indicator Variables”, IPCO 2016: The Eighteenth Conference on Integer Programming and Combinatorial Optimization, Lecture Notes in Computer Science, Vol. 9682, Springer, 275-286, 2016.

Lim, J-M. and DeMarco, C.L., “SVD-Based Voltage Stability Assessment From Phasor Measurement Unit Data,” IEEE Transactions on Power Systems, v. 31, n. 4, pp. 2557- 2565, 2016.

F. Lin, S. Leyffer, and T. Munson. A Two-Level Approach to Large Mixed-Integer Pro- grams with Application to Cogeneration in Energy-Efficient Buildings. Computational Optimization and Applications, pages 146, 2016.

F. Lin, Z. Di, and S. Leyffer. A multiscale approach to a class of semidefinite programs. To appear in Proceedings of the 2016 American Control Conference, 2016.

Liu, J. and Wright, S. J., “An accelerated randomized Kaczmarz algorithm,” Mathematics of Computation 85 (2016), pp. 153–178.

Kennedy, R., Balzano, L., Wright, S. J., and Taylor, C. J., “Online algorithms for factorization-based structure from motion,” to appear in Computer Vision and Image Understanding, 2016.

X. Liu, S. Kkyavuz and J. Luedtke, “Decomposition algorithms for two-stage chance- constrained programs,” Mathematical Programming, 157:219-243, 2016.

Hao Lu, Mahantesh Halappanavar, Daniel Chavarr ́ıa-Miranda, Assefaw Gebremedhin, Ajay Panyala, and Ananth Kalyanaraman, Algorithms for Balanced Graph Colorings with Applications in Parallel Computing, Accepted for publication in IEEE Transactions on Parallel and Distributed Systems, 2016.

Z. Hao, G. Lin*, Z. Sun, A high-order difference scheme for the fractional sub-diffusion equation, International Journal of Computer Mathematics, in press, 2016. DOI:10.1080/00207160.2015.11

Mahantesh Halappanavar, Arun V. Sathanur, and Apurba K. Nandi, Accelerating the mining of influential nodes in complex networks through community detection, In Pro- ceedings of the ACM International Conference on Computing Frontiers, 64–71. ACM, 2016.

Man J, J Zhang, W Li*, L Zeng, L Wu, Sequential ensemble-based optimal design for parameter estimation, Water Resources Research, in press, 2016.

F.D. Munoz, B. Hobbs, and J.P. Watson. New Bounding and Decomposition Approaches for MILP Investment Problems: Multi-Area Transmission and Generation Planning Under Policy Constraints. European Journal of Operational Research, Volume 248, Issue 3, 2016.

J. V. Outrata, M. C. Ferris, M. Cˇervinka, and M. Outrata, “On cournot-nash-walras equilibria and their computation,” Set Valued Analysis, pp. 1–16, June 2016.

Petra, C. G.; Zavala, V.; Nino-Ruiz, E. and Anitescu, M. Economic impacts of wind covariance estimation on power grid operations Electric Power Systems Research, 2016, to appear.

Cosmin G. Petra, V. M. Zavala, E. N. Ruiz, M. Anitescu, A high-performance computing framework for analyzing the economic impacts of wind correlation, Electric Power Systems Research, Volume 141, pages 372-380, 2016.

A. B. Philpott, M. C. Ferris, and R. J. B. Wets, “Equilibrium, uncertainty and risk in hydro-thermal electricity systems,” Mathematical Programming B, vol. 157, pp. 483–513, Jan. 2016.

N. Vaish, M. C. Ferris, and D. Wood, “Designing Chip Multiprocessors Using Mathemat- ical Optimization,” ACM Transactions on Architecture and Code Optimization, p. forth- coming, 2016.

H. Wang, G. Lin*, J. Li, Gaussian process surrogates for failure detection: a Bayesian experimental design approach, Journal of Computational Physics, 313: 247-259, 2016.

X. Yang, H. Lei, N. Baker, G. Lin*, Enhancing sparsity of Hermite polynomial expansions by iterative rotations, Journal of Computational Physics, 307: 94-09, 2016.

Y. Yeung and A. Pothen and M. Halappanavar and Z Huang, An augmented matrix approach to dynamically assess the security of power grids, submitted to SIAM Journal on Scientific Computing, 2016.

Z. Xu, R. Tipireddy, G. Lin*, Analytical Approximation and Numerical Studies of One- dimensional Elliptic Equation with Random Coefficients, Applied Mathematical Mod- elling, 2016; DOI:10.1016/j.apm.2015.12.041.

Zavala, V. M.; Kim, K.; Anitescu, M. and Birge, J. A stochastic electricity market clearing formulation with consistent pricing properties Operations Research, 2016, to appear.

Z. Zhang, X. Yang, G. Lin*, POD-based constrained sensor placement and field recon- struction from noisy wind measurement, Mathematics, 4, 26; doi:10.3390/math4020026, 2016.

Zheng, H. C.L. and DeMarco, C. L., “A New Dynamic Performance Model of Motor Stalling and FIDVR for Smart Grid Monitoring/Planning,” IEEE Transactions on Smart Grid, v. 7, n. 4, pp. 1989-1996, 2016.

2015

Sanjukta Bhowmick, Tzu-Yi Chen, and Mahantesh Halappanavar, A new augmentation based algorithm for extracting maximal chordal subgraphs, J. Parallel Distrib. Comput. 76, 132–144, 2015.

N. Cho and J.T. Linderoth, “Row-Partition Branching for Set Partitioning Problems,” Proceedings of the INFORMS Computing Society Meeting, 119-133, 2015.

A. Del Pia, M. C. Ferris, and C. Michini, “Totally Unimodular Congestion Games,” ArXiv e-prints, vol. 1511.02784, 2015.

Emilie Hogan, Eduardo Cotilla Sanchez, Mahantesh Halappanavar, Zhenyu Huang, Guang Lin, Shuai Lu and Shaobu Wang, Comparative Studies of Clustering Techniques for Real- Time Dynamic Model Reduction, CoRR, 2015

G. Karagiannis, B. Konomi, G. Lin*, Mixed shrinkage prior procedure for basis selection and global evaluation of gPC expansions in Bayesian framework: Applications to elliptic SPDEs, Journal of Computational Physics, 284: 528-546, 2015.

B. Konomi, G. Lin*, Low-Cost Multi-output Gaussian Process with Application to Uncer- tainty Quantification, International Journal for Uncertainty Quantification, 5(4): 375-392, 2015.

B. Konomi, G. Karagiannis, G. Lin*, On the Bayesian Treed Multivariate Gaussian Pro- cess with Linear Model of Coregionalization, Journal of Statistical Planning and Inference, 157-158: 1-15, 2015.

J. Li, G. Lin, X. Yang, A Frozen Gaussian Approximation-based Multi-level Particle Swarm Optimization for Seismic Inversion, Journal of Computational Physics, 296: 58- 71, 2015.

W. Li and G. Lin*, Adaptive Importance Sampling from Multimodal Distributions using Polynomial Chaos Surrogates and Gaussian Mixture Proposal, Journal of Computational Physics, 294: 173-190, 2015.

Liu, J. and Wright, S. J., “Asynchronous stochastic coordinate descent: Parallelism and convergence properties,” SIAM Journal on Optimization 25 (2015), pp. 351–376.

Liu, J., Wright, S. J., R ́e, C., Sridhar, S., and Bittorf, V., “An asynchronous paral- lel stochastic coordinate descent algorithm,” Journal of Machine Learning Research 16 (2015), pp. 285–322.

Y. Liu, M. C. Ferris, and F. Zhao, “Computational Study of Security Constrained Eco- nomic Dispatch with Multi-stage Rescheduling,” IEEE Transactions on Power Systems, vol. 30, no. 2, pp. 920—-929, 2015.

Y. Liu, J. T. Holzer, and M. C. Ferris, “Extending the Bidding Format to Promote Demand Response,” Energy Policy, vol. 86, pp. 82–92, Nov. 2015.

Y. Liu, M. C. Ferris, F. Zhao, T. Zheng, and E. Litvinov, “A Stochastic Unit Commitment with Derand Technique for ISO’s Reserve Adequacy Assessment,” in 2015 IEEE Power & Energy Society General Meeting, Institute of Electrical & Electronics Engineers (IEEE), July 2015.

Y. Liu and M. C. Ferris, “Security Constrained Economic Dispatch using Semidefinite Programming,” in 2015 IEEE Power & Energy Society General Meeting, Institute of Electrical & Electronics Engineers (IEEE), July 2015

Hao Lu, Mahantesh Halappanavar, and Ananth Kalyanaraman, Parallel heuristics for scalable community detection, Parallel Computing, 47, 19–37, 2015.

Hao Lu, Mahantesh Halappanavar, Daniel Chavarr ́ıa-Miranda, Assefaw Gebremedhin, and Ananth Kalyanaraman, Balanced coloring for parallel computing applications, In 2015 IEEE International Parallel and Distributed Processing Symposium (IPDPS), 2015 IEEE International, 7–16. IEEE, 2015.

Z. Hao, G. Lin*, Z. Sun, A high-order difference scheme for the fractional sub-diffusion
equation, International Journal of Computer Mathematics, in press, 2016. DOI:10.1080/00207160.2015.11

Mahantesh Halappanavar, Eduardo Cotilla Sanchez, Emilie Hogan, Daniel Duncan, Zhenyu Huang and Paul D. H. Hines, A Network-of-Networks Model for Electrical Infrastructure Networks, CoRR, 2015.

Mahantesh Halappanavar, Alex Pothen, Ariful Azad, Fredrik Manne, Johannes Langguth, and Arif Khan, Codesign lessons learned from implementing graph matching on multi- threaded architectures, Computer, 48(8), 46–55, 2015.

D. K. Molzahn, Z. B. Friedman, B. C. Lesieutre, C. L. DeMarco, and M. C. Ferris, “Esti- mation of Constraint Parameters in Optimal Power Flow Data Sets,” in 2015 North Amer- ican Power Symposium (NAPS), Institute of Electrical & Electronics Engineers (IEEE), Oct. 2015.

F.D. Munoz and J.P. Watson. A Scalable Solution Framework for Stochastic Transmission and Generation Planning Problems. Computational Management Science, Volume 12, Issue 4, 2015.

Rao, N., Shah, P., and Wright, S. J., “Forward-backward greedy algorithms for atomic- norm regularization,” IEEE Transactions on Signal Processing 63 (2015), pp. 5798–5811.

R. S. Russ, S. R. Wangen, D. L. Nye, R. B. Shapiro, W. Strinz, and M. C. Ferris, “Fields of Fuel: Using a video game to support evidence-based reasoning about sustainability,” The Science Teacher, vol. 82, pp. 49–54, Mar. 2015.

Y. Song and J. Luedtke, “An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse”, SIAM Journal on Optimization, 25:1344-1367, 2015.

L. Tang and M. C. Ferris, “A Hierarchical Framework for Long-Term Power Planning Models,” IEEE Transactions on Power Systems, vol. 30, pp. 46–56, Jan. 2015.

Peng Wang, David A. Barajas-Solano, Emil M. Constantinescu, Shrirang Abhyankar, Debojyoti Ghosh, Barry F. Smith, Zhenyu Huang and Alexandre M. Tartakovsky, Prob- abilistic Density Function Method for Stochastic ODEs of Power Systems with Uncertain Power Input”, SIAM/ASA J. Uncert. Quantif. 3(1), 2015.

Wright, S. J., “Coordinate descent algorithms,” Mathematical Programming, Series B 151 (2015), pp. 3–34

Z. Xu, R. Tipireddy, G. Lin*, Analytical Approximation and Numerical Studies of One- dimensional Elliptic Equation with Random Coefficients, Applied Mathematical Mod- elling, 2016; DOI:10.1016/j.apm.2015.12.041.

Victor M. Zavala, Kibaek Kim, Mihai Anitescu, and John Birge, A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties, Operations Research (accepted), 2015

B. Zhang, B. Konomi, H. Sang, G. Karagiannis, G. Lin*, Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions, Journal of Computational Physics, 300: 623642, 2015.

Zhenyu Huang, Ning Zhou, Ruisheng Diao, Shaobu Wang, Steve Elbert, Da Meng, and Shuai Lu, Capturing Real-Time Power System Dynamics: Opportunities and Challenges, In Proceedings of the 2015 Power & Energy Society General Meeting, July 26-30, Denver, Colorado. IEEE, Piscataway, NJ, 2015.

2014

Bilionis, I.; Constantinescu, E. M. and Anitescu, M. Data-driven model for solar irradia- tion based on satellite observations Solar Energy, Elsevier, 2014, 110, 22-38.

M. Kılın ̧c, J. Linderoth, J. Luedtke, and A. Miller “Strong Branching Inequalities for Con- vex Mixed Integer Nonlinear Programs”, Computational Optimization and Applications, 59:639-665, 2014

Petra, C. G.; Schenk, O. and Anitescu, M. Real-time stochastic optimization of complex energy systems on high-performance computers Computing in Science and Engineering, AIP Publishing, 2014, 16, 32-42

Cosmin G. Petra, O. Schenk, M. Lubin, K. Gartner, K. An augmented incomplete factor- ization approach for computing the Schur complement in stochastic optimization. SIAM Journal on Scientific Computing, 36(2), C139-C162. (2014)

Xiaoyan Zeng and Mihai Anitescu. ”Sequential Monte Carlo Sampling in Hidden Markov Models of Nonlinear Dynamical Systems”.Applied Mathematics and Computation, 233 (2014) 507521.

2013

June

V. Dawar, B. C. Lesieutre and T. Holloway, “An Optimal Power Flow with a Quadratic Environmental Constraint Using partial Least Squares Technique,” submitted to the North American Power Symposium.

D. K. Molzahn, B. C. Lesieutre and C. L. DeMarco, “Investigation of Non-Zero Duality Gap Solutions to a Semidefinite Relaxation of the Optimal Power Flow Problem”, submitted to 47th Hawaii International Conference on System Sciences (HICSS), 2014, pp. 1-10, 6-9 Jan. 2014.

D. K. Molzahn, B. C. Lesieutre and C. L. DeMarco, “A Sufficient Condition for Global Optimality of Solutions to the Optimal Power Flow Problem“, to appear in IEEE Transactions on Power Systems, Letters.

H. Dong and J. T. Linderoth, “On Valid Inequalities for Quadratic Programming with Continuous Variables and Binary Indicators“, appeared in IPCO 2013: The Sixteenth Conference on Integer Programming and Combinatorial Optimization, Lecture Notes in Computer Science, Vol. 7801, Springer, 169-180, 2013.

May

L. Tang and Michael Ferris, “A Hierarchical Framework for Long-Term Power Planning Models”.

Y. Liu and Michael Ferris, “Payment Rules for Unit Commitment Dispatch”.

M. Hamzeei and J. Luedtke, “Linearization-Based Algorithms for Mixed-Integer Nonlinear Programs with Convex Continuous Relaxation”.

H. J. Greenberg, J. Watson and D. L. Woodruff, “Stochastic Programming with One Chance Constraint”, submitted to Operations Research.

April

S. Wang, S. Lu, N. Zhou, G. Lin, M. Elizondo and M. A. Pai, “Dynamic-feature Extraction, Attribution and Reconstruction (DEAR) Method for Power System Model Reduction”, submitted to IEEE PES Transactions on Power Systems Journal.

C. G. Petra, O. Schenk, M. Anitescu, “Real-time Stochastic Optimization of Complex Energy Systems on High Performance Computers”, submitted to the 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC ’13).

March

S. Sridhar, J. Linderoth and J. Luedtke, “Locally Ideal Formulations for Piecewise Linear Functions with Indicator Variables“, submitted to Operations Research Letters.

Y.V. Makarov, D. Wu, B. Vyakaranam, B. Lee,  Z. Hou, S.T. Elbert, Z. Huang, “Exploring Steady-State System Stability Condition in State Space”, submitted to IEEE Power Grid Journal.

February

C. G. Petra, O. Schenk, M. Lubin, and K. Gaertner , “An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization”, submitted to SIAM Journal on Scientific Computing (SISC).

R. Jiang, Y. Guan, and J. Watson, “Cutting Planes for the Multi-Stage Stochastic Unit Commitment Problem“, submitted to Operations Research.

Y. Song and J. Luedtke, “Branch-and-cut Approaches for Chance-constrained Formulations of Reliable Network Design Problems” revised, submitted to Mathematical Programming Computation.