Research

Preprints

Zhang, Shixuan, and Xu Andy Sun. “On Distributionally Robust Multistage Convex Optimization: Data-driven Models and Performance.” arXiv preprint arXiv:2210.08433 (2022).
Zhang, Shixuan, and Xu Andy Sun. “On Distributionally Robust Multistage Convex Optimization: New Algorithms and Complexity Analysis.” arXiv preprint arXiv:2010.06759 (2020).

Gholami, Amin, Kaizhao Sun, Shixuan Zhang, and Xu Andy Sun. “An Alternating Direction Method of Multipliers-Based Distributed Optimization Method for Solving Security-Constrained Alternating Current Optimal Power Flow.” Operations Research (2023).
Aravena, Ignacio, Daniel K. Molzahn, Shixuan Zhang, Cosmin G. Petra, Frank E. Curtis, Shenyinying Tu, Andreas Wächter et al. “Recent developments in security-constrained AC optimal power flow: Overview of Challenge 1 in the ARPA-E Grid Optimization Competition.” Operations Research (2023).
Zhang, Shixuan, and Xu Andy Sun. “Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization.” Mathematical Programming (2022): 1-51.
Deng, Tianhu, Yong Liang, Shixuan Zhang, Jingze Ren, and Shuyi Zheng. “A dynamic programming approach to power consumption minimization in gunbarrel natural gas networks with nonidentical compressor units.” INFORMS Journal on Computing 31, no. 3 (2019): 593-611.
Zhang, Shixuan, Sheng Liu, Tianhu Deng, and Zuo-Jun Max Shen. “Transient-state natural gas transmission in gunbarrel pipeline networks.” INFORMS Journal on Computing 32, no. 3 (2020): 697-713.

Dual Dynamic Programming for Data-driven Distributionally Robust Multistage Convex Optimization, ICSP 2023
Burer-Monteiro Method for Low-rank Sum-of-square Certification, AMS Southeast Sectional Meeting 2023
Dual Dynamic Programming for Data-driven Distributionally Robust Multistage Convex Optimization, INFORMS Annual Meeting 2022 (slides here)
Dual Dynamic Programming for Data-driven Distributionally Robust Multistage Convex Optimization, International Conference on Continuous Optimization (ICCOPT) 2022
Dual Dynamic Programming for Data-driven Distributionally Robust Multistage Convex Optimization, INFORMS Optimization Society Meeting 2022
New Algorithms and Complexity Analysis for Distributionally Robust Multistage Convex Optimization, INFORMS Annual Meeting 2021
Iteration Complexity for Stochastic Dual Dynamic Programming Algorithms, SIAM Southeastern Atlantic Section Conference 2021
Complexity for Multistage Distributionally Robust Dual Dynamic Programming, SIAM Conference on Optimization 2021
Generalized Conjugacy Method for Nonconvex Stochastic Optimization in Power Systems, INFORMS Annual Meeting 2020
Stochastic Dual Dynamic Programming Algorithm for Nonconvex Multistage Optimization Problems, INFORMS Annual Meeting 2019
A Minor Perspective on Rank Constrained Optimization, INFORMS Annual Meeting 2018