Abstract: This article presents a prediction-correction proximal method (PCPM) for the general nonsmooth convex optimization problem with linear equality and inequality constraints. The proposed ...
Abstract: Battery Energy Storage Systems (BESS) are expected to play an important part in the power system of the future to meet an increasing share of the electricity demand from renewable energy ...
This project implements a CVaR-minimizing portfolio optimization model based on the seminal paper "Optimization of Conditional Value-at-Risk" by Rockafellar and Uryasev (2000). The analysis uses ...
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