Argonne National Laboratory

Research Interests

  • Numerical optimization
  • Stochastic programming and optimization of energy systems in the presence of uncertainty
  • Parallel linear algebra
  • High performance computing

Awards

  • Co-PI, Optimization of Complex Energy System Under Uncertainty, DOE Incite Award 2012-2013, 24 million core hours. PI: Mihai Anitescu.
  • Coin-OR INFORMS Cup, 2013 (with M. Lubin, J. A. J. Hall and M. Anitescu)

Published publications

  • C. G. Petra, B. Gavrea, M. Anitescu, F. A. Potra. A computational study on the use of an optimization based method in the simulation of large multi-body systems. Optimization Methods and Software, Volume 24, Issue 6, Pages 871-894, 2009.
  • S. Al-Homidan, M. M. Alshahrani, C. G. Petra, F. A. Potra. Minimal Condition Number for Positive Definite Hankel Matrices using Semidefinite Programming. Linear Algebra and Its Applications, Volume 433, Issue 6, Pages 1101-1109, November 2010.
  • F. Gurtuna, C. G. Petra, F. A. Potra, O. Schevchenko, A. Vancea. Corrector-Predictor Methods for sufficient linear complementarity problems. Computational Optimization and Applications, Volume 48, Issue 3, Pages 453-485, April 2011. COAP Best Paper 2011 - Honorable mention.
  • A. Draganescu, C. G. Petra. Multigrid preconditioning of linear systems for interior point methods applied to a class of bound-constrained control problems. SIAM Journal on Numerical Analysis, Volume 50, Number 1, Pages 328-353, 2012.
  • C. G. Petra, M. Anitescu. A preconditioning technique for Schur complement systems arising in stochastic optimization. Computational Optimization and Applications, Pages 315-344, Volume 52, Issue 2, 2012.
  • M. Lubin, C. G. Petra, M. Anitescu. On the parallel solution of dense saddle-point linear systems arising in stochastic programming. Optimization Methods and Software, Volume 27, Number 4-5, Pages 845-864, 2012.
  • M. Lubin, C. G. Petra, M. Anitescu, and V. Zavala. Scalable Stochastic Optimization of Complex Energy Systems. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), pages 64:1-64:10. ANL preprint.
  • M. Lubin, J. A. J. Hall, C. G. Petra, and M. Anitescu. Parallel distributed-memory simplex for large-scale stochastic LP problems., Computational Optimization and Applications 55(3), pages 571-596, 2013. DOI . Coin-OR INFORMS 2013 Cup winner.
  • M. Lubin, K. Martin, C.G. Petra, and Burhaneddin Sandikic. On parallelizing dual decomposition in stochastic integer programming. Operations Research Letters 41(3), pages 252-258, 2013, DOI .
  • C. G. Petra, Olaf Schenk, Miles Lubin, Klaus Gaertner. An augmented incomplete factorization approach for computing the Schur complement in stochastic optimization. SIAM J. Sci. Comput., 36-2, pages C139-C162, 2014. DOI
  • C. G. Petra, O. Schenk, M. Anitescu. Real-time Stochastic Optimization of Complex Energy Systems on High Performance Computers. Accepted to Computing in Science & Engineering (CiSE), ANL preprint.
  • N. Chiang, C. G. Petra, V. M. Zavala, Structured Nonconvex Optimization of Large-Scale Energy Systems Using PIPS-NLP. Submitted to 18th IEEE Power Systems Computations Conference.
  • C. G. Petra, V.M. Zavala, E. N. Ruiz, M. Anitescu, Economic Impacts of Wind Covariance Estimation on Power Grid Operations. Submitted to IEEE Power Systems, ANL preprint.

Technical reports

  • R. Serban, C. G. Petra. User Documentation for IDAS v1.0.0, 2008, Report UCRL-SM-234051, Lawrence Livermore National Laboratory.
  • M. Anitescu, C. G. Petra. Higher-Order Confidence Intervals for Stochastic Programming using Bootstrapping, 2012, Argonne National Laboratory preprint ANL/MCS-P1964-1011.

Presentations: