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Saurabh Amin

Publications and source records attributed to Saurabh Amin.

At least 19 recordsLinked to original sources
arXiv2026

Reduced Cost Influence Functions for Predict-then-Optimize under Noisy Data

Machine learning models deployed in decision-making pipelines, from vehicle routing to dynamic pricing to clinical decision support, must remain reliable in the face of low-quality training data. We study a predict-then-optimize setting in which an upstream model predicts the cost vector of a downstream linear program, with a large pool of noisy training data supplemented by a small curated set of clean data. We introduce Reduced Cost Influence Functions (RCIFs), which combine influence functions from robust statistics with the geometry of linear optimization to estimate how each training point shifts downstream decisions. Building on this, we propose a reweighting algorithm that uses RCIFs to downweight harmful training points and reduce downstream regret. Experiments on random linear programs and shortest-path problems show that our approach reduces regret, and accompanying theory characterizes properties of RCIFs and identifies regimes favorable to our method relative to baselines.

stat.ML↗
arXiv2026

Market Efficiency and Capacity Investment under Flexible Price-Making Loads: A Computational Study

Large flexible loads such as data centers can shift consumption across locations and hours to lower their bills. We model a price-making consumer leading the system operator in a Stackelberg game and compare its shifts with a cost-minimizing planner's over a simulated RTS-GMLC year. Strategic temporal and spatial shifting capture 75% and 93% of the planner's savings, forgoing the rest mostly by withholding flexibility to protect favorable prices. Scarce capacity and abundant renewables raise this share for temporal shifting; scarce transmission lowers it for spatial shifting. Temporal and spatial flexibility substitute for thermal and transmission capacity, respectively, and complement renewables.

eess.SY↗
arXiv2026

Adaptive Scenario Generation for KL-DRO Around a Learned Density Model

Distributionally robust optimization (DRO) hedges data-driven two-stage stochastic programs against error in the distribution estimated from a finite record, and standard ambiguity sets differ in how they treat realizations absent from that record. A divergence ball around the empirical distribution contains only reweightings of the record, whereas a transport ball also contains distributions supported off the record, including on realizations the data-generating process cannot produce, against which the decision is then hedged as well. We instead propose a Kullback-Leibler (KL) ball centered at a density model fitted to the record, the learned nominal, which lets the adversary up-weight costly unobserved realizations in proportion to the probability the model assigns them. Solving the resulting problem poses a second difficulty, because it can accommodate only a few scenarios, and an independent sample of that size is likely to omit the rare realizations on which the worst case concentrates. We therefore build the scenario set adaptively, alternating between solving the finite problem and drawing new realizations from the learned nominal, steered toward the worst case at the current decision, with importance weights that correct the draws back to the model. On a multi-item newsvendor problem and a capacity expansion problem on realistic grid data, centering the ball at the learned nominal rather than at the record lowers cost under distribution shift, at comparable in-distribution cost, when the record is scarce and the model class captures structure that lets it extrapolate beyond the record. The advantage fades as the record grows or as the shift departs from the structure the model has learned.

eess.SY↗
arXiv2026

When Does Storage Complement Solar? Investment and Cost Recovery under Advanced Net Metering

We examine the joint PV and storage operational and investment decisions of a prosumer under net energy metering (NEM) and peak/off-peak tariffs. Legacy NEM compensates net exports at the retail rate over a netting period, typically under time-invariant pricing. To better reflect system costs, tariff features are being reconsidered, with many U.S. states adopting time-varying prices and export compensation below the retail price. We formulate the prosumer decision problem as a cost minimization problem with charge/discharge, PV investment, and storage investment decisions. We analytically derive the optimal decisions based on the tariff's membership in one of six regions that partition the tariff space. Using these solutions, we examine the relationship between PV and storage, identifying when they are complements or substitutes. Furthermore, we identify the relationship between private DER incentives and the distribution utility's (DU's) net cost of serving the prosumer. For both storage and PV, when investment costs are greater than the costs of serving the customer, there is no tariff where investment in PV and storage decrease non-adopter bills. Under the same conditions, complementarity between PV and storage decreases DU cost recovery for a given tariff. In a Massachusetts-based case study, we validate our theoretical findings by connecting tariff design features to DER interaction, the DU's net cost, and DER adoption in a stochastic, multi-prosumer, and multi-period setting.

econ.GN↗
arXiv2026

Network Intervention by Polling Strategic Agents

A planner in a network of strategic agents faces three entangled challenges: the optimum depends on agents' private information, queried agents may misreport to steer the outcome, and exact computation does not scale. We study these challenges in multi-activity network games with heterogeneous private technologies, in which the planner sets non-discriminatory prices. We show that the optimal prices admit a centrality-based decomposition of the welfare kernel: each agent's contribution scales with its squared centrality in a network reweighted by agents' preferences across activities. This decomposition motivates Poll, a polling algorithm in which the planner samples one agent per round, walks briefly through the agent's neighborhood, and updates the price from a local report. From the same decomposition flow three forms of efficiency: computationally, Poll uses significantly fewer operations than exact computation and other distributed methods, requiring up to three orders of magnitude less communication on a real-world network with over 300,000 agents; statistically, its query complexity scales with topology and preference heterogeneity rather than explicitly with population size; and economically, it converges to welfare-maximizing prices while admitting behavior-specific implementations that induce truthful reports and detect adversarial deviations.

cs.GT↗
arXiv2026

Taylor Representations for Model-Free RL in Networked MDPs

In Networked Markov Decision Processes, transition dynamics are often unknown and the state--action space grows rapidly with the number of agents. In this setting, Taylor representations naturally approximate $Q$-functions, but a naive order-$n$ expansion over $N$ agents requires $Θ(N^n)$ coefficients. We justify these expansions under smooth expected future local rewards with controlled derivatives. Under this condition, finite-speed information propagation and discounting imply that local-critic Taylor coefficients decay exponentially with the graph distance to the farthest agent involved. Discarding distant-agent coefficients and marginalizing then yield scalable local Taylor representations with a bound controlled by graph locality. Building on these representations, we propose a scalable model-free actor--critic algorithm, establishing finite-sample critic and near-stationarity guarantees for a linear LSTD critic. We then introduce a more expressive neural TD parameterization. Unlike prior constructive spectral methods, our approach covers settings without access to a known local dynamics map, such as hidden switched linear--quadratic regulation. Across three control benchmarks, our method matches or outperforms spectral baselines while scaling efficiently to large graphs.

stat.ML↗
arXiv2026

TACIT: Optimization Models that Learn from Their Mistakes

Real-world optimization problems are difficult to model accurately because many objectives and constraints reside in domain experts' tacit knowledge, making them hard to formalize. As a result, optimization models often contain miscalibrated objectives, missing constraints, or omitted decision variables, leading to solutions that fail to reflect operational realities. We address this challenge by automatically repairing misspecified formulations using historical data consisting of past solutions and subsequent user overrides. Traditional approaches such as inverse optimization and constraint learning tend to overfit sparse data and produce complex formulations. Our central idea is to combine the reasoning capabilities and prior knowledge of LLMs with the formal grounding provided by optimization. We realize this idea through two complementary paradigms. Top-down, an LLM proposes structural repairs, including new constraints and variables, whose numerical parameters are calibrated and validated through optimization. Bottom-up, optimization infers cuts from observed decisions, which the LLM contextualizes into interpretable, generalizable modeling constraints. We evaluate our approach on 38 misspecification scenarios spanning nine classes of optimization problems, several drawn from real-world applications, and show that TACIT can repair 78.9% of them (vs. 60.5% for the best baseline).

math.OC↗
arXiv2026

How Sensor Attacks Transfer Across Lie Groups

Sensor spoofing analysis in cyber-physical systems is predominantly confined to linear state spaces, where an attack's persistence implies the existence of an integrator somewhere in the loop. We extend this insight to a commutativity condition on Lie groups, where noncommutative dynamics can distort sensor attacks, exposing nominally stealthy attacks by complex maneuvers. We present a geometric framework characterizing when a sensor attack can transfer across operating conditions, preserving both its physical impact and stealthiness. We prove that successful transfer requires the attack to commute with the flow (a Lie bracket condition), isolating transferable attacks to an invariant subspace. For small deviations from transferable attacks, our decomposition theorem reveals a fundamental asymmetry: the flow's Adjoint action distorts the physical impact of the bracket-violating component. Furthermore, even if the attack's impact isn't distorted, the subsequent residual could be. Finally, we demonstrate how turning maneuvers on a Dubins unicycle collapse the transferable subspace to a single direction, verifying that imperfect attacks remain within theoretical detection bounds.

eess.SY↗
arXiv2026

Denoising as Projection: Constrained Optimization with Gradient-Guided Diffusion

Diffusion models are increasingly used not only for sampling from learned data distributions, but also for generating samples that optimize task-specific objectives. A common approach is to guide the reverse diffusion process using gradients of an external objective. However, when the data distribution is supported on a structured feasible set, such as a manifold or a constraint set, gradient guidance can move samples away from the learned data geometry. In this paper, we study a simple projected-gradient-guided diffusion update based on the observation that the Stein denoising operator can act as an approximate projection onto the data geometry. The proposed update incorporates the objective gradient inside the denoising step, yielding an inference-time method that uses only a pretrained denoiser and gradient evaluations. We analyze this update as an inexact projected-gradient method for constrained optimization over learned feasible geometries. Our theory covers three settings: linear manifolds, compact convex feasible sets, and compact Riemannian submanifolds. In all these settings, we prove descent and finite-time convergence guarantees. Numerical experiments support the theoretical interpretation and illustrate how the proposed update balances objective descent with preservation of the learned geometry.

cs.LG↗
arXiv2026

Optimal Scheduling of Electricity and Water in Renewable-Colocated Desalination Plants

We develop a mathematical framework for the optimal scheduling of flexible water desalination plants (WDPs) as hybrid generator-load resources. WDPs integrate thermal generation, membrane-based controllable loads, and renewable energy sources, offering unique operational flexibility for power system operations. They can simultaneously participate in two markets: selling desalinated water to a water utility, and bidirectionally transacting electricity with the grid based on their net electricity demand. We formulate the scheduling decision problem of a profit-maximizing WDP, capturing operational, technological, and market-based coupling between water and electricity flows. The threshold-based structure we derive provides computationally tractable coordination suitable for large-scale deployment, offering operational and economical insights into how thermal and membrane-based desalination colocated with renewables complementarily provide continuous bidirectional flexibility. The thresholds are analytically characterized in near closed form as explicit functions of technology and tariff parameters. We examine how small changes in the exogenous tariff and technology parameters affect the WDP's profit. Extensive simulations illustrate the optimal WDP's operation, profit, and water-electricity exchange, demonstrating significant improvements relative to benchmark algorithms.

eess.SY↗
arXiv2026

Optimization Under Uncertainty for Energy Infrastructure Planning: A Synthesis of Methods, Tools, and Open Challenges

Energy infrastructure planning under uncertainty has become increasingly complex as electrification, interdependence between energy carriers, decarbonization, and extreme weather events reshape long-term investment decisions. This paper surveys recent advances at the intersection of generation and transmission expansion, and optimization under uncertainty, with a focus on stochastic programming, robust optimization, and distributionally robust optimization. We then categorize modeling needs along the axes of modeling fidelity, uncertainty characterization, and solution methods to identify dominant modeling features and trace research gaps. We further examine emerging directions at the interface of optimization and machine learning, including surrogate modeling, learning uncertainty sets, probabilistic forecasting, and synthetic scenarios, and discuss how these tools can be embedded within infrastructure planning models.

eess.SY↗
arXiv2026

Strategic Spatial Load Shifting and Market Efficiency

Large, spatially flexible electricity consumers such as data centers can reallocate demand across locations, influencing dispatch and prices in wholesale electricity markets. While flexible load is often assumed to improve system efficiency, this intuition typically relies on price-taking behavior. We study price-anticipatory spatial load shifting by modeling a large flexible consumer as a Stackelberg leader interacting with DC optimal power flow (DC-OPF) based market clearing. We show that decentralized, cost-minimizing load shifting need not align with system operating cost minimization, and that misalignment arises at boundaries between DC-OPF operating regimes, where small changes in load can induce discrete changes in marginal generators or congestion patterns. We evaluate strategic load shifting on the 73-bus RTS-GMLC test system, where findings indicate reductions in system operating cost in most hours, but misalignment in a subset of cases that are driven by redispatch at merit-order discontinuities. We find that these outcomes are primarily redistributive relative to a price-taking benchmark, reducing generator profits while lowering electricity procurement costs for both flexible and inflexible consumers, even in cases where total system operating costs increase.

eess.SY↗
arXiv2026

Decomposition-Based Modular Conformal Prediction for Two-Stage Modeling

Conformal prediction offers finite-sample coverage guarantees under minimal assumptions. However, existing methods treat the entire modeling process as a black box, overlooking opportunities to exploit and understand modular structure. We introduce a conformal prediction framework for two-stage sequential models, where an upstream predictor generates intermediate representations for a downstream model. By decomposing the overall prediction residual into stage-specific components, our method enables practitioners to attribute uncertainty to specific pipeline stages. We develop a risk-controlled parameter selection procedure using family-wise error rate (FWER) control to calibrate stage-wise scaling parameters, and introduce an adaptive extension for non-stationary settings. Experiments on synthetic distribution shifts, as well as real-world supply chain and stock market data, demonstrate that our approach improves coverage under structural, stage-wise shifts compared to standard conformal methods, while identifying stage-wise error contribution. This framework offers diagnostic advantages and robust coverage that standard conformal methods lack.

stat.ML↗
arXiv2026

Learning Decision-Sufficient Representations for Linear Optimization

We study how to construct compressed datasets that suffice to recover optimal decisions in linear programs with an unknown cost vector $c$ lying in a prior set $\mathcal{C}$. Recent work by Bennouna et al. provides an exact geometric characterization of sufficient decision datasets (SDDs) via an intrinsic decision-relevant dimension $d^\star$. However, their algorithm for constructing minimum-size SDDs requires solving mixed-integer programs. In this paper, we establish hardness results showing that computing $d^\star$ is NP-hard and deciding whether a dataset is globally sufficient is coNP-hard, thereby resolving a recent open problem posed by Bennouna et al. To address this worst-case intractability, we introduce pointwise sufficiency, a relaxation that requires sufficiency for an individual cost vector. Under nondegeneracy, we provide a polynomial-time cutting-plane algorithm for constructing pointwise-sufficient decision datasets. In a data-driven regime with i.i.d.\ costs, we further propose a cumulative algorithm that aggregates decision-relevant directions across samples, yielding a stable compression scheme of size at most $d^\star$. This leads to a distribution-free PAC guarantee: with high probability over the training sample, the pointwise sufficiency failure probability on a fresh draw is at most $\tilde{O}(d^\star/n)$, and this rate is tight up to logarithmic factors. Finally, we apply decision-sufficient representations to contextual linear optimization, obtaining compressed predictors with generalization bounds scaling as $\tilde{O}(\sqrt{d^\star/n})$ rather than $\tilde{O}(\sqrt{d/n})$, where $d$ is the ambient cost dimension.

math.OC↗
arXiv2026

Budget-Efficient Automatic Algorithm Design via Code Graph

Large language models (LLMs) have emerged as powerful tools for automatic algorithm design (AAD). However, existing pipelines remain inefficient. They operate at the granularity of full algorithms, redundantly rewriting recurring substructures and discarding low-fitness candidates that may contain valuable algorithmic features. We formalize budget-efficient automatic algorithm design, wherein the search policy maximizes realized fitness subject to limited computational cost. We propose a directed acyclic graph representation of algorithms and build a search framework that fully exploits the LLM's output. Instead of querying the LLM for full algorithms, we use it to obtain corrections: compact operators that add, replace, or remove code blocks. Each correction augments the graph, yielding new algorithms that compose with prior corrections. This graph structure decomposes algorithms into sets of corrections, enabling correction-level credit assignment that informs subsequent queries. We complement this framework with theoretical insights into the ideal balance between search depth and breadth at different budget levels. We validate our method empirically on three combinatorial optimization problems, demonstrating consistent superiority of our graph-based search over full-algorithm search at equal token budget. Finally, our experiments suggest that rich contexts help only when the LLM's prior knowledge is shallow, and can hinder performance otherwise.

cs.AI↗
arXiv2026

Structural Misalignment in Financial Transmission Rights

Financial Transmission Rights (FTRs) enable electricity market participants to hedge congestion risk in Day Ahead Market (DAM) operations, but for the market to be solvent, Independent System Operators (ISOs) must ensure that FTR payouts do not exceed the collected DAM merchandising surplus that funds them. We show that FTR underfunding (or conversely, hedging efficiency) can arise structurally from misalignment between the network models used in the FTR auction and the DAM, independent of bidding behavior. We develop a geometric framework in which both DAM merchandising surplus and the maximum supportable FTR payout are expressed as support functions of network-feasible injection polytopes. The resulting dual representation assigns nonnegative weights to transmission element-contingency constraints, enabling constraint-level attribution of model misalignment. Using this framework, we derive sharp implications for canonical FTR network modeling choices like uniform transmission element derates, and for structural sources of underfunding like unplanned DAM outages. We further show that multi-interval FTR products impose an intrinsic hedging inefficiency when DAM shadow prices vary over time, even under perfect model alignment. These results provide ISOs with rigorous tools to diagnose underfunding and quantify the efficiency cost of conservative FTR network modeling choices.

eess.SY↗
arXiv2026

Optimal Solar Investment and Operation under Asymmetric Net Metering

We examine the joint investment and operational decisions of a prosumer, a customer who both consumes and generates electricity, under net energy metering (NEM) tariffs. Traditional NEM schemes provide temporally flat compensation at the retail price for net energy exports over a billing period. However, ongoing reforms in several U.S. states are introducing time-varying prices and asymmetric import/export compensation to better align incentives with grid costs. While prior studies treat PV capacity as exogenous and focus primarily on consumption behavior, this work endogenizes PV investment and derives the marginal value of solar capacity for a flexible prosumer under asymmetric NEM tariffs. We characterize optimal investment and show how optimal investment changes with prices and PV costs. Through this analysis, we identify a PV effect: changes in NEM pricing in one period can influence net demand and consumption in generating periods with unchanged prices through adjustments in optimal PV investment. The PV effect weakens the ability of higher import prices to increase prosumer payments, with direct implications for NEM reform. We validate our theoretical results in a case study using simulated household and tariff data derived from historical conditions in Massachusetts.

econ.GN↗
arXiv2026

Strategic Data Center Load Shifting: Implications for Market Efficiency and Transmission Value

Data center electricity use may reach 12% of U.S. demand by 2030, alongside growing ability to shift workloads geographically in response to prices or carbon signals. We examine the system-level implications of such strategic flexibility using a bilevel two-zone model that couples economic dispatch with consumer cost minimization. Two market failures emerge. First, discontinuous price changes at generator capacity limits can induce flexible consumers to shift load in socially inefficient directions; for example, toward a higher-cost region to trigger a price drop elsewhere. Second, by positioning near capacity boundaries, consumers can counteract the marginal benefit of transmission expansion: although shadow prices suggest additional capacity is valuable, strategic consumers reoptimize to offset resulting flow changes, leaving dispatch and costs unchanged. We derive conditions under which these effects arise and show that conventional price signals can misrepresent system value in the presence of large spatially flexible loads.

eess.SY↗