Teaching

Lecture 1: Constrained/Unconstrained Optimization (by Gabriela Hug)

Lecture 2: Linear Optimization (by Gabriela Hug)

Lecture 3: Interior Point (by Gabriela Hug)

Lecture 4: Duality (by Gabriela Hug)

Lecture 5: Optimal Power Flow 1/2 (by Gabriela Hug)

Lecture 6: Optimal Power Flow 2/2 (by Gabriela Hug)

Lecture 7: Competitive Electricity markets (by Lesia Mitridati) Slides

Lecture 8: Stochastic Optimization - Scenario-based Approach (by Lesia Mitridati) Slides

Lecture 9: Lagrangian Decomposition (by Gabriela Hug)

Lecture 10: Application of Lagrangian Decomposition (by Gabriela Hug)

Lecture 11: Benders Decomposition (by Gabriela Hug)

Lecture 12: Application of Benders Decomposition (by Gabriela Hug)

Lecture 1: Market clearing as an optimization problem (by Jalal Kazempour) Slides

Lecture 2: Market clearing as an equilibrium problem (by Jalal Kazempour) Slides

Lecture 3: Desirable properties of market-clearing mechanisms (by Jalal Kazempour) Slides

Lecture 4: Stochastic market clearing (by Jalal Kazempour) Slides

Lecture 5: Bilevel Programming (by Lesia Mitridati) Slides

Lecture 6: Applications of bilevel programming to power systems and electricity markets (by Lesia Mitridati) Slides

Lecture 7: Optimization problems with decomposable structure (by Jalal Kazempour) Slides

Lecture 8: Benders’ decomposition (by Jalal Kazempour) Slides | GAMS Code

Lecture 9: Applications of Benders' decomposition to stochastic programming (by Lesia Mitridati) Slides

Lecture 10: Nested Benders’ decomposition (by Jalal Kazempour) Slides

Lecture 11: (Augmented) Lagrangian relaxation (by Jalal Kazempour) Slides | GAMS codes for LR and ALR

Lecture 12: Applications of ADMM to power systems (by Jalal Kazempour) Slides

Lecture 13: Exchange/consensus ADMM (by Jalal Kazempour) Slides

Assignment 1: Stochastic market clearing Slides

Assignment 2: Strategic bidding under uncertainty Slides

Assignment 3: Benders decomposition Slides

Assignment 4: ADMM Slides