Thanks to Stefan and MCS for giving me a page for some personal info. I worked at Argonne from June 2010 to July 2012.
I am also currently working on collecting and solving a set of simulation based optimization problems arising from several Engineering and Scientific
applications. If you have a black box simulator that returns you a function value (no knowledge of gradients or/and the functional form) that needs to be optimized,
please click here and send me a note if I can be of any assistance.
Besides derivative free optimization, I am also interested in quadratic programming and variational inequalities.
- A. Kannan and S.M. Wild, Obtaining Quadratic Models of Noisy Functions, Preprint ANL/MCS-
P1975-1111, Submitted to Optimization Methods and Software (includes a problem tailored qp-solver).
- A. Kannan and S.M. Wild, Benefits of Deeper Analysis in Simulation Based Groundwater
Problems, Proceedings of the XIX International Conference on Computational Methods in Water Resources, June 2012.
- A. Kannan, U.V. Shanbhag, and H.M. Kim, Strategic Behavior in Power Markets under Uncertainty, Energy Systems, Volume 2, No. 2, pp. 115-141, 2011.
- A. Kannan and U. V. Shanbhag, Distributed Iterative Regularization Algorithms for Monotone Nash Games, Proceedings of IEEE Conference on Decision
and Control (CDC), 2010.
- A. Kannan and U.V. Shanbhag, Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques, Conditionally accepted in SIAM Journal on Optimization.
- A. Kannan and V.M. Zavala, A Game-Theoretical Model Predictive Framework for Electricity Markets, Proceedings of Allerton Conference on Communication and
- A.Kannan, U.V. Shanbhag and H.M.Kim, Addressing Supply-side Risk in Uncertain Power Markets: Stochastic Generalized Nash Models and Scalable Algorithms,
Accepted in Optimization Methods and Software (also finalist for the best paper award at the Triennial Conference on Stochastic Programming - COSP 2010).
Work in progress
- A.Kannan, J.J.More, and S.M.Wild, A Collection of Simulation Based Optimization Problems.
- A. Kannan and S.M. Wild, Maximizing Fuel Economy of a Conventional Vehicle Subject to Performance Constraints using Model-Based Optimization.