arXiv subjects

Ruiwei Jiang

Publications and source records attributed to Ruiwei Jiang.

At least 19 recordsLinked to original sources

arXiv2026

Supermodularity and Submodularity in Network Interdiction

We study a bilevel network interdiction problem, with an attacker interdicting (attacking) certain components of a network and a defender optimizing operations over the ensuing network. We study when the defender's optimal objective is submodular or supermodular with respect to the attacker's interdiction decisions, for optimizing the bilevel integer program more efficiently. We first consider the min-cost flow (MinCF) interdiction problem and derive necessary and sufficient conditions for the supermodularity or submodularity to hold under three types of attacks, respectively on supplies/demands, flow capacities, and cost coefficients. We extend to other variants, including capacitated facility location, maximum flow (MaxF), and shortest path (SP) interdiction. The conditions hold under general network topologies and parameter settings, and depend solely on the locations of the attacks. We further incorporate additional network information (e.g., detailed parameters and special topologies) to establish less restrictive conditions. We also derive necessary and sufficient conditions for supermodularity or submodularity in SP and MaxF interdiction in series-parallel networks. Furthermore, we explore more challenging interdiction problems where the defender may make additional binary decisions (e.g., repairing or reinforcing the network) and identify conditions that preserve submodularity or recover supermodularity. Via extensive numerical studies with diverse types of attacks, we demonstrate an order-of-magnitude computational speedup achieved by exploiting these properties and generating valid inequalities, for solving network interdiction at scale.

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arXiv2026

Generalized Dual Decomposition

We study two-stage stochastic optimization models with mixed-integer decision variables appearing in both stages. For these models, dual decomposition enables parallel computing implementation and can quickly provide a lower bound for the optimal value. However, the lower bound thus obtained is not exact in general due to the lack of strong duality. In this paper, we propose a generalized dual decomposition (GDD) that extends the linear regularizer used in dual decomposition to a general nonlinear one, which still admits parallelization while exhibiting strong duality. By encoding the nonlinear regularizers through parameterization and cutting planes, we establish the convergence of a GDD algorithm to achieve global optimum. In addition, we discuss strategies for solving the GDD scenario subproblems more efficiently, including pruning and valid inequalities. Furthermore, we extend GDD to a more general, constrained form that subsumes, as special cases, robust optimization, chance-constrained programs, and bilevel optimization with multiple followers. Finally, numerical experiments demonstrate the strong duality of GDD, its computational efficacy versus primal (Benders-type) decomposition algorithms, and the speedup through parallel computing.

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arXiv2025

Bilevel Mixed-Integer Linear Program with Binary Tender

Bilevel programs model sequential decision interactions between two sets of players and find wide applications in real-world complex systems. In this paper, we consider a bilevel mixed-integer linear program with binary tender, wherein the upper and lower levels are linked via binary decision variables and both levels may involve additional mixed-integer decisions. We recast this bilevel program as a single-level formulation through a value function for the lower-level problem and then propose valid inequalities to replace and iteratively approximate the value function. We first derive a family of Lagrangian-based valid inequalities that give a complete description of the value function, providing a baseline method to obtain exact solutions for the considered class of bilevel programs. To enhance the strength of this approach, we further investigate another two types of valid inequalities. First, when the lower-level value function has intrinsic special properties such as supermodularity or submodularity, we exploit such properties to separate the Lagrangian-based inequalities quickly. Second, we derive decision rule-based valid inequalities, where linear decision rules and learning techniques are explored respectively. We demonstrate the effectiveness and efficiency of the proposed methods in extensive numerical experiments, including instances of general bilevel mixed-integer programs and those of a facility location interdiction problem.

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arXiv2025

Dynamic Transmission Line Switching Amidst Wildfire-Prone Weather Under Decision-Dependent Uncertainty

During dry and windy seasons, environmental conditions significantly increase the risk of wildfires, exposing power grids to disruptions caused by transmission line failures. Wildfire propagation exacerbates grid vulnerability, potentially leading to prolonged power outages. To address this challenge, we propose a multi-stage optimization model that dynamically adjusts transmission grid topology in response to wildfire propagation, aiming to develop an optimal response policy. By accounting for decision-dependent uncertainty, where line survival probabilities depend on usage, we employ distributionally robust optimization to model uncertainty in line survival distributions. We adapt the stochastic nested decomposition algorithm and derive a deterministic upper bound for its finite convergence. To enhance computational efficiency, we exploit the Lagrangian dual problem structure for a faster generation of Lagrangian cuts. Using realistic data from the California transmission grid, we demonstrate the superior performance of dynamic response policies against two-stage alternatives through a comprehensive case study. In addition, we construct easy-to-implement policies that significantly reduce computational burden while maintaining good performance in real-time deployment.

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arXiv2025

Optimization with Multi-sourced Information and Unknown Reliability: A Distributionally Robust Approach

In problems that involve input parameter information gathered from multiple data sources with varying reliability, incorporating decision makers' trust on different sources in optimization models can potentially improve solution performance. In this work, we propose a novel multi-reference distributionally robust optimization (MR-DRO) framework, where the model inputs are uncertain and their probability distributions can be statistically inferred from multiple information sources. Via nonparametric data fusion, we construct a Wasserstein ambiguity set to minimize the worst-case expected cost of a stochastic objective function, accounting for both uncertainty and unknown reliability of several given information sources. We reformulate the MR-DRO model as a linear program given linear objective and constraints in the original problem. We also incorporate a dynamic trust update mechanism that adjusts the trust for each source based on its performance over time. In addition, we introduce the concept of probability dominance to identify sources with dominant trust. Via computational studies using resource allocation and portfolio optimization instances, we demonstrate the effectiveness of the MR-DRO approach compared to traditional optimization frameworks relying on a single data source. Our results highlight the significance of integrating (dynamic) decision maker's trust in optimization under uncertainty, particularly when given diverse and potentially conflicting input data.

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arXiv2024

Sequential Charging Station Location Optimization under Uncertain Charging Behavior and User Growth

Charging station availability is crucial for a thriving electric vehicle market. Due to budget constraints, locating these stations usually proceeds in phases, which calls for careful consideration of the (random) charging demand growth throughout the planning horizon. This paper integrates user choice behavior into two-stage and multi-stage stochastic programming models for intracity charging station planning under demand uncertainty. We derive a second-order conic representation for the nonlinear, nonconvex formulation by taking advantage of the binary nature of location variables and propose subgradient inequalities to accelerate computation. Numerical results demonstrate the value of employing multi-stage models, particularly in scenarios of high demand fluctuations, increased demand dispersion, and high user sensitivity to the distance-to-recharge.

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arXiv2024

Distributionally Robust Resource Allocation with Trust-aided Parametric Information Fusion

Reference information plays an essential role for making decisions under uncertainty, yet may vary across multiple data sources. In this paper, we study resource allocation in stochastic dynamic environments, where we perform information fusion based on trust of different data sources, to design an ambiguity set for attaining distributionally robust resource allocation solutions. We dynamically update the trust parameter to simulate the decision maker's trust change based on losses caused by mis-specified reference information. We show an equivalent tractable linear programming reformulation of the distributionally robust optimization model and demonstrate the performance in a wildfire suppression application, where we use drone and satellite data to estimate the needs of resources in different regions. We demonstrate how our methods can improve trust and decision accuracy. The computational time grows linearly in the number of data sources and problem sizes.

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arXiv2024

Learning to Solve Bilevel Programs with Binary Tender

Bilevel programs (BPs) find a wide range of applications in fields such as energy, transportation, and machine learning. As compared to BPs with continuous (linear/convex) optimization problems in both levels, the BPs with discrete decision variables have received much less attention, largely due to the ensuing computational intractability and the incapability of gradient-based algorithms for handling discrete optimization formulations. In this paper, we develop deep learning techniques to address this challenge. Specifically, we consider a BP with binary tender, wherein the upper and lower levels are linked via binary variables. We train a neural network to approximate the optimal value of the lower-level problem, as a function of the binary tender. Then, we obtain a single-level reformulation of the BP through a mixed-integer representation of the value function. Furthermore, we conduct a comparative analysis between two types of neural networks: general neural networks and the novel input supermodular neural networks, studying their representational capacities. To solve high-dimensional BPs, we introduce an enhanced sampling method to generate higher-quality samples and implement an iterative process to refine solutions. We demonstrate the performance of these approaches through extensive numerical experiments, whose lower-level problems are linear and mixed-integer programs, respectively.

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arXiv2024

Decision-Dependent Uncertainty-Aware Distribution System Planning Under Wildfire Risk

The interaction between power systems and wildfires can be dangerous and costly. Damaged structures, load shedding, and high operational costs are potential consequences when the grid is unprepared. In fact, the operation of distribution grids can be liable for the outbreak of wildfires when extreme weather conditions arise. Within this context, investment planning should consider the impact of operational actions on the uncertainty related to wildfires that can directly affect line failure likelihood. Neglecting this can compromise the cost-benefit evaluation in planning system investments for wildfire risk. In this paper, we propose a decision-dependent uncertainty (DDU) aware methodology that provides the optimal portfolio of investments for distribution systems while considering that high power-flow levels through line segments in high-threat areas can ignite wildfires and, therefore, increase the probability of line failures. The methodology identifies the best combination of system upgrades (installation of new lines, hardening existing lines, and placement of switching devices) to provide the necessary leeway to operate the distribution system under wildfire-prone conditions. Our case study demonstrates that by modeling the DDU relationship between power flow prescriptions and line failures, investment decisions are more accurate and better prepare the grid infrastructure to deal with wildfire risk.

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arXiv2023

Distribution System Operation Amidst Wildfire-Prone Climate Conditions Under Decision-Dependent Line Availability Uncertainty

Wildfires can severely damage electricity grids leading to long periods of power interruption. Climate change will exacerbate this threat by increasing the frequency of dry climate conditions. Under these climate conditions, human-related actions that initiate wildfires should be avoided, including those induced by power systems operation. In this paper, we propose a novel optimization model that is capable of determining appropriate network topology changes (via switching actions) to alleviate the levels of power flows through vulnerable parts of the grid so as to decrease the probability of wildfire ignition. Within this framework, the proposed model captures the relationship between failure probabilities and line-flow decisions by explicitly considering the former as a function of the latter. The resulting formulation is a two-stage model with endogenous decision-dependent probabilities, where the first stage determines the optimal switching actions and the second stage evaluates the worst-case expected operation cost. We propose an exact iterative method to deal with this intricate problem and the methodology is illustrated with a 54-bus and a 138-bus distribution system.

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arXiv2022

Frequency Stability-Constrained Unit Commitment: Tight Approximation using Bernstein Polynomials

As we replace conventional synchronous generators with renewable energy, the frequency security of power systems is at higher risk. This calls for a more careful consideration of unit commitment (UC) and primary frequency response (PFR) reserves. This paper studies frequency-secured UC under significant wind power uncertainty. We coordinate the thermal units and wind farms to provide frequency support, wherein we optimize the variable inverter droop factors of the wind farms for higher economy. In addition, we adopt distributionally robust chance constraints (DRCCs) to handle the wind power uncertainty. To depict the frequency dynamics, we incorporate a differential-algebraic equation (DAE) with the dead band into the UC model. Notably, we apply Bernstein polynomials to derive tight inner approximation of the DAE and obtain mixed-integer linear constraints, which can be computed in off-the-shelf solvers. Case studies demonstrate the tightness and effectiveness of the proposed method in guaranteeing frequency security.

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arXiv2022

Facility Location with Congestion and Priority in Drone-Based Emergency Delivery

Thanks to their fast delivery, reduced traffic restrictions, and low manpower need, drones have been increasingly deployed to deliver time-critical materials, such as medication, blood, and exam kits, in emergency situations. This paper considers a facility location model of using drones as mobile servers in emergency delivery. The model jointly optimizes the location of facilities, the capacity of drones deployed at opened facilities, and the allocation of demands, with an objective of equitable response times among all demand sites. To this end, we employ queues to model the system congestion of drone requests and consider three queuing disciplines: non-priority, static priority, and dynamic priority. For each discipline, we approximate the model as a mixed-integer second-order conic program (MISOCP), which can readily be solved in commercial solvers. We conduct extensive computational experiments to demonstrate the effectiveness and accuracy of our approach. Additionally, we compare the system performance under the three queuing disciplines and various problem parameters, from which we produce operational recommendations to decision makers in emergency delivery.

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arXiv2022

Wasserstein Two-Sided Chance Constraints with An Application to Optimal Power Flow

As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. Although a joint CC offers stronger reliability certificate, it is oftentimes much more challenging to compute than individual CCs. Motivated by the application of optimal power flow, we study a special joint CC, named two-sided CC. We model the uncertain parameters through a Wasserstein ball centered at a Gaussian distribution and derive a hierarchy of conservative approximations based on second-order conic constraints, which can be efficiently computed by off-the-shelf commercial solvers. In addition, we show the asymptotic consistency of these approximations and derive their approximation guarantee when only a finite hierarchy is adopted. We demonstrate the out-of-sample performance and scalability of the proposed model and approximations in a case study based on the IEEE 118-bus and 3120-bus systems.

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arXiv2022

Chance-Constrained Optimization under Limited Distributional Information: A Review of Reformulations Based on Sampling and Distributional Robustness

Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the distribution is available, such as a sample from the distribution, or the moments of the distribution. We first review recent developments in mixed-integer linear formulations of chance-constrained programs that arise from finite discrete distributions (or sample average approximation). We highlight successful reformulations and decomposition techniques that enable the solution of large-scale instances. We then review active research in distributionally robust CCP, which is a framework to address the ambiguity in the distribution of the random data. The focal point of our review is on scalable formulations that can be readily implemented with state-of-the-art optimization software. Furthermore, we highlight the prevalence of CCPs with a review of applications across multiple domains.

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arXiv2021

Convex Chance-Constrained Programs with Wasserstein Ambiguity

Chance constraints yield non-convex feasible regions in general. In particular, when the uncertain parameters are modeled by a Wasserstein ball, arXiv:1806.07418 and arXiv:1809.00210 showed that the distributionally robust (pessimistic) chance constraint admits a mixed-integer conic representation. This paper identifies sufficient conditions that lead to convex feasible regions of chance constraints with Wasserstein ambiguity. First, when uncertainty arises from the right-hand side of a pessimistic joint chance constraint, we show that the ensuing feasible region is convex if the Wasserstein ball is centered around a log-concave distribution (or, more generally, an $\alpha$-concave distribution with $\alpha \geq -1$). In addition, we propose a block coordinate ascent algorithm and prove its convergence to global optimum, as well as the rate of convergence. Second, when uncertainty arises from the left-hand side of a pessimistic two-sided chance constraint, we show the convexity if the Wasserstein ball is centered around an elliptical and star-unimodal distribution. In addition, we propose a family of second-order conic inner approximations, and we bound their approximation error and prove their asymptotic exactness. Furthermore, we extend the convexity results to optimistic chance constraints.

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arXiv2021

Sequential Competitive Facility Location: Exact and Approximate Algorithms

We study a competitive facility location problem (CFLP), where two firms sequentially open new facilities within their budgets, in order to maximize their market shares of demand that follows a probabilistic choice model. This process is a Stackelberg game and admits a bilevel mixed-integer nonlinear program (MINLP) formulation. We derive an equivalent, single-level MINLP reformulation and exploit the problem structures to derive two valid inequalities, based on submodularity and concave overestimation, respectively. We use the two valid inequalities in a branch-and-cut algorithm to find globally optimal solutions. Then, we propose an approximation algorithm to find good-quality solutions with a constant approximation guarantee. We develop several extensions by considering general facility-opening costs, outside competitors, as well as diverse facility-planning decisions, and discuss solution approaches for each extension. We conduct numerical studies to demonstrate that the exact algorithm significantly accelerates the computation of CFLP on large-sized instances that have not been solved optimally or even heuristically by existing methods, and the approximation algorithm can quickly find high-quality solutions. We derive managerial insights based on sensitivity analysis of different settings that affect customers' probabilistic choices and the ensuing demand.

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arXiv2020

Distributionally Robust Partially Observable Markov Decision Process with Moment-based Ambiguity

We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the beginning of each decision period, but their realizations can be inferred using side information at the end of each period after an action being taken. We build an ambiguity set of the joint distribution using bounded moments via conic constraints and seek an optimal policy to maximize the worst-case (minimum) reward for any distribution in the set. We show that the value function of DR-POMDP is piecewise linear convex with respect to the belief state and propose a heuristic search value iteration method for obtaining lower and upper bounds of the value function. We conduct numerical studies and demonstrate the computational performance of our approach via testing instances of a dynamic epidemic control problem. Our results show that DR-POMDP can produce more robust policies under misspecified distributions of transition-observation probabilities as compared to POMDP, but has less costly solutions than robust POMDP. The DR-POMDP policies are also insensitive to varying parameter in the ambiguity set and to noise added to the true transition-observation probability values obtained at the end of each decision period.

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arXiv2020

Chance-Constrained Set Covering with Wasserstein Ambiguity

We study a generalized distributionally robust chance-constrained set covering problem (DRC) with a Wasserstein ambiguity set, where both decisions and uncertainty are binary-valued. We establish the NP-hardness of DRC and recast it as a two-stage stochastic program, which facilitates decomposition algorithms. Furthermore, we derive two families of valid inequalities. The first family targets the hypograph of a "shifted" submodular function, which is associated with each scenario of the two-stage reformulation. We show that the valid inequalities give a complete description of the convex hull of the hypograph. The second family mixes inequalities across multiple scenarios and gains further strength via lifting. Our numerical experiments demonstrate the reliability of the DRC model and the effectiveness of our proposed reformulation and valid inequalities.

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