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Semidefinite programs are a class of optimization problems that have been studied extensively during the past 15 years. Semidefinite programs are naturally related to linear programs, and both are defined using deterministic data. Stochastic programs were introduced in the 1950s as a paradigm for dealing with uncertainty in data defining linear programs. In this paper, we introduce stochastic semidefinite...
This is a summary of the main results presented in the author’s PhD thesis, supervised by D. Conforti and P. Beraldi and defended on March 2005. The thesis, written in English, is available from the author upon request. It describes one of the very few existing implementations of a method for solving stochastic mixed integer nonlinear programming problems based on deterministic global optimization...
This paper aims at defining a dynamic and flexible tariff structure for a distribution company that protects the retail consumers against the excessive fluctuations of the wholesales market prices. We propose a two-stage pricing scheme that sets in a first-stage a time-of-use tariff that is corrected later by a dynamic component once the real-time demand has been observed. A personalized tariff scheme...
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