My research
Broadly
speaking, my research focuses on theory and implementation of
high-performance optimization algorithms.
I am currently concentrating on three topics:
- Using optimization
techniques for diagnosing hidden vulnerabilities in power (electricity)
networks. Several national-scale blackouts took place in
the recent past, with significant consequences. More such
blackouts can be expected. Even though large-scale blackouts are
quite rare, when they do happen the impact can be dire. Blackouts
are rare because modern power grids are robust; yet vulnerabilities do
exist. The search for hidden vulnerabilities, roughly speaking,
embodies finding an instance where a limited amount of damage can cause
a grid to collapse. It is important to frame the search for such
vulnerabilities in a completely agnostic manner. We are using
techniques reminiscent of robust optimization in order to develop
computational tools that effectively incorporate the
physics of power networks and scale well to large cases. Further
material available here.
- Fundamental methodologies for integer
programming. We are studying techniques for provably
tightening formulations of mixed-integer programs. Here,
'provably' means that we seek guarantees (e.g. error bounds).
Thus, in an ideal setting an improved formulation is polynomially large
and guarantees a 'small' approximation error. Our primary
technique in this context is the use of carefully selected
combinatorial disjunctions.
- Robust optimization. Broadly
speaking, robust optimization concerns optimization problems where a
fictitious adversary obscures the problem definition. We are
interested in computationally practicable versions of Benders'
algorithm, and their interpretation as a game between an optimizer and
the adversary.