arXiv subjects

Shaked Regev

Publications and source records attributed to Shaked Regev.

12 recordsLinked to original sources

arXiv2026

Dynamic Operational Reserve Margin Assessment from Risk-Constrained Unit Commitment States

We propose Dynamic Reserve Margin (DRM) as a time-varying operational adequacy metric derived from risk-constrained unit commitment (RCUC) states. DRM quantifies reserve adequacy using the additional generation capacity that committed generators can provide within a 5-minute response window relative to uncertainty and contingency reserve requirements. We introduce a complementary Reserve Risk Envelope (RRE) metric to quantify operational reserve headroom in directly interpretable MW terms. A low-margin duration metric is further developed to quantify the persistence of reserve stress over an operating horizon. We use an IEEE 14-bus example to illustrate these concepts, followed by large-scale RCUC case studies under multiple operating scenarios. Results demonstrate that reserve requirements and ramp-accessible reserve capability can vary substantially across operating conditions, and that commitment decisions adapt to maintain reserve adequacy under changing system conditions. The proposed DRM and RRE metrics provide an interpretable operational characterization of reserve adequacy, reveal reserve accessibility and stress persistence that are not captured by conventional reserve margin metrics.

eess.SY↗

arXiv2026

Accelerating the Conjugate Gradient Method by Solving Multiple GPU-Parallelized Duplicate Systems

We propose a method to accelerate the conjugate gradient method (CG) on parallel computing hardware by performing block conjugate gradient on one linear system. We aim to reduce the number of iterations until convergence by solving several copies of the system to explore multiple regions of the solution space at once. Although solving multiple systems requires more floating point operations than solving one, these computations are highly parallelizable, even without additional hardware resources. Our method does not replace preconditioning and can be used with any preconditioner. We developed linear regression models to predict iteration reduction and speedup as functions of the coefficient matrix's size, its number of nonzeros, and the solve time with CG. Our experiments show that our method can reduce solve time by up to 6 times in dense systems and up to 5 times in sparse systems that require long solve times with CG relative to their size.

math.NA↗

arXiv2026

Closed form logical error rate approximations for surface codes

We propose a novel method to calculate logical error rates in surface codes, assuming independent and identically distributed physical errors. These results fit well known scaling laws for studied physical error rates and code distances, but break down in some other regimes. We show how to use our method to analyze hypothetical quantum computers with various configurations and select designs with lower error rates. Currently, this requires expensive classical simulations of quantum decoders for various distances and physical error rates or inaccurate extrapolation from minimal experimental data. Instead, we use the symmetry of the problem to count the configurations that result in a logical error with our novel software. Given a physical error rate, we can deduce the probability of a logical error, to provably good accuracy. We include an analysis of measurement errors to allow a more complete comparison of different surface code implementations. We extend this counting method to a particular locally-correlated error model.

quant-ph↗

arXiv2026

Memory-Guided Trust-Region Bayesian Optimization (MG-TuRBO) for High Dimensions

Traffic simulation and digital-twin calibration is a challenging optimization problem with a limited simulation budget. Each trial requires an expensive simulation run, and the relationship between calibration inputs and model error is often nonconvex, and noisy. The problem becomes more difficult as the number of calibration parameters increases. We compare a commonly used automatic calibration method, a genetic algorithm (GA), with Bayesian optimization methods (BOMs): classical Bayesian optimization (BO), Trust-Region BO (TuRBO), Multi-TuRBO, and a proposed Memory-Guided TuRBO (MG-TuRBO) method. We compare performance on 2 real-world traffic simulation calibration problems with 14 and 84 decision variables, representing lower- and higher-dimensional (14D and 84D) settings. For BOMs, we study two acquisition strategies, Thompson sampling and a novel adaptive strategy. We evaluate performance using final calibration quality, convergence behavior, and consistency across runs. The results show that BOMs reach good calibration targets much faster than GA in the lower-D problem. MG-TuRBO performs comparably in our 14D setting, it demonstrates noticeable advantages in the 84D problem, particularly when paired with our adaptive strategy. Our results suggest that MG-TuRBO is especially useful for high-D traffic simulation calibration and potentially for high-D problems in general.

cs.LG↗

arXiv2026

Fast Relax-and-Round Unit Commitment with Economic Horizons

The US energy system is increasingly under pressure to serve expanding data loads and to accommodate a larger number of generating units with varying technologies and own- ership structures. Therefore, developing new unit commitment methods remains a priority for reliable and affordable grid operations. We expand our novel computational method for unit commitment (UC) to include ramping constraints and long- horizon planning and provide a theoretical bound on its error. We introduce a fast novel algorithm to commit hydro-generators. We solve problems with thousands of generators at 5-minute market intervals. We show that our method can solve UC problems with over 20,000 generators in approximately 10 seconds on commodity hardware and that an increased planning horizon leads to sizable operational cost savings. We attain this runtime improvement by introducing a heuristic tailored for UC problems. Our method can be implemented using existing continuous optimization solvers and adapted for different applications. We prove a bound on the error of these solvers and show that it vanishes (in relative terms) as the problem becomes larger. We also introduce a fast and accurate hydro UC algorithm. Combined, these algorithms would allow an operator to make horizon-aware economic decisions for large systems with hydro units.

math.OC↗

arXiv2026

Fast Relax-and-Round Unit Commitment with Sub-hourly Mechanical and Ramp Constraints

We propose a novel computational method for unit commitment UC, which does not require linearized approximation and provides several orders of magnitude performance improvement over current state-of-the-art. The performance improvement is achieved by introducing a heuristic tailored for UC problems. The method can be implemented using existing continuous optimization solvers and adapted for different applications. We demonstrate value of the new method in examples of advanced UC analyses at the scale where use of current state-of-the-art tools is infeasible. We expect that the capability demonstrated in this paper will be critical to address emerging power systems challenges with more volatile large loads, such as data centers, and generation that is composed of larger number of smaller units, including significant behind-the-meter generation.

math.OC↗

arXiv2025

A Fast Relax-and-Round Approach to Unit Commitment for Data Center Own Generation

The rapid growth of data centers increasingly requires data center operators to "bring own generation" to complement the available utility power plants to supply all or part of data center load. This practice sharply increases the number of generators on the bulk power system and shifts operational focus toward fuel costs rather than traditional startup and runtime constraints. Conventional mixed-integer unit commitment formulations are not well suited for systems with thousands of flexible, fast-cycling units. We propose a unit commitment formulation that relaxes binary commitment decisions by allowing generators to be fractionally on, enabling the use of algorithms for continuous solvers. We then use a rounding approach to get a feasible unit commitment. For a 276-unit system, solution time decreases from 10 hours to less than a second, with no accuracy degradation. Our approach scales with no issues to tens of thousands of generators, which allows solving problems on the scale of the major North America interconnections. The bulk of computation is parallel and GPU compatible, enabling further acceleration in future work.

math.OC↗

arXiv2024

Iterative Methods in GPU-Resident Linear Solvers for Nonlinear Constrained Optimization

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra methods are often inefficient. For example, methods for solving ill-conditioned linear systems have relied on conditional branching, which degrades performance on hardware accelerators such as graphical processing units (GPUs). To improve the efficiency of solving ill-conditioned systems, our computational strategy separates computations that are efficient on GPUs from those that need to run on traditional central processing units (CPUs). Our strategy maximizes the reuse of expensive CPU computations. Iterative methods, which thus far have not been broadly used for ill-conditioned linear systems, play an important role in our approach. In particular, we extend ideas from [1] to implement iterative refinement using inexact LU factors and flexible generalized minimal residual (FGMRES), with the aim of efficient performance on GPUs. We focus on solutions that are effective within broader application contexts, and discuss how early performance tests could be improved to be more predictive of the performance in a realistic environment

cs.CE↗

arXiv2021

A Hybrid Direct-Iterative Method for Solving KKT Linear Systems

We propose a solution strategy for linear systems arising in interior method optimization, which is suitable for implementation on hardware accelerators such as graphical processing units (GPUs). The current gold standard for solving these systems is the LDL^T factorization. However, LDL^T requires pivoting during factorization, which substantially increases communication cost and degrades performance on GPUs. Our novel approach solves a large indefinite system by solving multiple smaller positive definite systems, using an iterative solve for the Schur complement and an inner direct solve (via Cholesky factorization) within each iteration. Cholesky is stable without pivoting, thereby reducing communication and allowing reuse of the symbolic factorization. We demonstrate the practicality of our approach and show that on large systems it can efficiently utilize GPUs and outperform LDL^T factorization of the full system.

math.OC↗

arXiv2021

Linear solvers for power grid optimization problems: a review of GPU-accelerated linear solvers

The linear equations that arise in interior methods for constrained optimization are sparse symmetric indefinite and become extremely ill-conditioned as the interior method converges. These linear systems present a challenge for existing solver frameworks based on sparse LU or LDL^T decompositions. We benchmark five well known direct linear solver packages using matrices extracted from power grid optimization problems. The achieved solution accuracy varies greatly among the packages. None of the tested packages delivers significant GPU acceleration for our test cases.

math.NA↗

arXiv2018

Application of underdamped Langevin dynamics simulations for the study of diffusion from a drug-eluting stent

We use a one-dimensional two layer model with a semi-permeable membrane to study the diffusion of a therapeutic drug delivered from a drug-eluting stent (DES). The rate of drug transfer from the stent coating to the arterial wall is calculated by using underdamped Langevin dynamics simulations. Our results reveal that the membrane has virtually no delay effect on the rate of delivery from the DES. The work demonstrates the great potential of underdamped Langevin dynamics simulations as an easy to implement, efficient, method for solving complicated diffusion problems in systems with a spatially-dependent diffusion coefficient.

cond-mat.stat-mech↗

arXiv2016

Isothermal Langevin dynamics in systems with power-law spatially-dependent friction

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function (PDF) is calculated both analytically, by solving Fick's diffusion equation, and from numerical simulations of the underdamped Langevin equation. At large times, the PDFs calculated by both approaches yield identical results, corresponding to subdiffusion for $c<0$, and superdiffusion for $0 1$, the diffusion equation predicts that the particles accelerate. Here, we show that this phenomenon, previously considered in several works as an illustration for the possible dramatic effects of spatially-dependent thermal noise, is unphysical. We argue that in an isothermal medium, the motion cannot exceed the ballistic limit ($\left\langle x^2\right\rangle \sim t^2$). The ballistic limit is reached when the friction coefficient drops sufficiently fast at large distances from the origin, and is correctly captured by Langevin's equation.

cond-mat.stat-mech↗