arXiv subjects

Vassilis M. Charitopoulos

Publications and source records attributed to Vassilis M. Charitopoulos.

6 recordsLinked to original sources

arXiv2026

Generative Robust Optimisation

Classical uncertainty sets for robust optimisation impose fixed geometric shapes that cannot represent the complex dependencies present in real-world data. We propose Generative Robust Optimisation (GRO), a framework in which a deep generative model defines the uncertainty set as the image of a neural network decoder over a calibrated latent set, naturally accommodating nonlinear correlations, asymmetry, and multimodality. A five-point evaluation framework (reconstruction fidelity, distribution matching, latent regularity, robust relevance, and computational tractability) provides systematic, model-agnostic criteria for assessing any neural network-based uncertainty set. We instantiate this framework with a Wasserstein Adversarial Autoencoder employing Gaussian mixture model-guided training for latent regularity and constraint-consistency regularisation for robust relevance. Restricting the decoder to ReLU activations enables exact worst-case verification through mixed-integer programming embedding. Extensive experiments on a production planning problem across six uncertainty distributions and six generative architectures, together with a multi-period facility location study, validate the framework and demonstrate that systematic attention to all five criteria yields uncertainty sets that are simultaneously expressive, well-calibrated, and optimisation-tractable.

cs.LG↗

arXiv2026

Powering the Future of AI: Navigating the Trade-offs for Europe's Energy Transition and Net-Zero Goals

The rapid expansion of AI globally has led to the proliferation of energy-intensive hyperscale data centres (DCs), making them as a structurally challenging component in power system planning and operation. Using a spatially explicit optimisation model of Europe across 21 AI growth scenarios, we systematically quantify additional demand, capacity requirements, emissions, and operational impacts of DCs. Results indicate that AI could drive 73-723 TWh of extra demand by 2050, risking cumulative emissions overshoots of 67-181 MtCO2 between 2030 and 2050. Our analysis indicates that after 2030, the geography of AI infrastructure will be shaped more by firm power and system flexibility than by the mere abundance of clean energy. In moderate scenarios, AI requires an additional of 200 hours of firm generation, which increases LCOE by 35 EUR/MWh in key hubs. We show that even under the pessimistic scenarios, existing infrastructure would require 70 GW additional capacity, while under managed growth pathways, this expansion could reach 226 GW. We further find DCs workload dynamics strongly shape energy dispatch, system flexibility, and emissions, while improved efficiency significantly reduces capacity needs, and system peaks. While our findings suggest that net-zero targets for 2050 may be achieved, critical emission risks may appear in the intermediate years, and the EU may compromise its carbon-neutral goals unless policies adapt to this accelerating digital transformation.

math.OC↗

arXiv2025

Global and Robust Optimization for Non-Convex Quadratic Programs

This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines the principles of spatial branch-and-bound (sBB) with robust cutting planes. We apply the RsBB algorithm to quadratically constrained quadratic programming (QCQP) problems, utilizing McCormick envelopes to obtain convex lower bounds. The performance of the RsBB algorithm is compared with stateof-the-art methods that rely on global solvers. As computational test bed for our proposed approach we focus on pooling problems under different types and sizes of uncertainty sets. The findings of our work highlight the efficiency of the RsBB algorithm in terms of computational time and optimality convergence and provide insights to the advantages of combining robustness and optimality search.

math.OC↗

arXiv2023

Stable optimisation-based scenario generation via game theoretic approach

Systematic scenario generation (SG) methods have emerged as an invaluable tool to handle uncertainty towards the efficient solution of stochastic programming (SP) problems. The quality of SG methods depends on their consistency to generate scenario sets which guarantee stability on solving SPs and lead to stochastic solutions of good quality. In this context, we delve into the optimisation-based Distribution and Moment Matching Problem (DMP) for scenario generation and propose a game-theoretic approach which is formulated as a Mixed-Integer Linear Programming (MILP) model. Nash bargaining approach is employed and the terms of the objective function regarding the statistical matching of the DMP are considered as players. Results from a capacity planning case study highlight the quality of the stochastic solutions obtained using MILP DMP models for scenario generation. Furthermore, the proposed game-theoretic extension of DMP enhances in-sample and out-of-sample stability with respect to the challenging problem of user-defined parameters variability.

math.OC↗

arXiv2023

A multi-period game-theoretic approach to market fairness in oligopolies

Contemporary process industries are constantly confronted with volatile market conditions that jeopardise their financial sustainability. While mature markets transition to oligopoly structures, the supply chain operation should adapt to a more customer-centric focus. Key issues related to the modelling and impact of the related contractual agreements between firms and customers remain largely unexplored. In the present work, we examine the problem of fair customer allocation in oligopolies under different contractual agreements within a multi-period setting. We consider an ensemble of contract types that vary in terms of pricing mechanisms and duration. The role of fairness is examined following the social welfare and Nash bargaining scheme. In the latter case, the overall problem is formulated as an MINLP. For its efficient solution we employ a piecewise linearisation strategy based on special-ordered sets. The impact of the different fairness schemes on the optimal customer allocation is evaluated via two case studies from the industrial gases market.

math.OC↗

arXiv2022

A data-driven uncertainty modelling and reduction approach for energy optimisation problems

Taking uncertainty into account is crucial when making strategic decisions. To guard against the risk of adverse scenarios, traditional optimisation techniques incorporate uncertainty on the basis of prior knowledge on its distribution. In this paper, we show how, based on a limited amount of historical data, we can generate from a low-dimensional space the underlying structure of uncertainty that could then be used in such optimisation frameworks. To this end, we first exploit the correlation between the sources of uncertainty through a principal component analysis to reduce dimensionality. Next, we perform clustering to reveal the typical uncertainty patterns, and finally we generate polyhedral uncertainty sets based on a kernel density estimation (KDE) of marginal probability functions.

math.OC↗