## 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. - J. Huchette, M. Lubin, C. Petra,
*Parallel algebraic modeling for stochastic optimization.*Submitted to the First Workshop for High Performance Technical Computing in Dynamic Languages (HPTCDL), SC'14. 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:

*Scalable Stochastic Programming,*DOE Applied Math Meeting, Informs Annual Meeting (2010),Informs Computing Society (2011)*Scalable Stochastic Programming,*AMS Southeastern, Informs Annual Meeting (2011)*Higher-order Confidence Intervals for Stochastic Programming using Bootstrapping*, Informs Annual Meeting (2012)*On Parallelizing Dual Decomposition in Stochastic Integer Programming*, Informs Annual Meeting (2012)*Stochastic optimization of complex energy systems on high-performance computers*, Informs Annual Meeting (2012), Informs Computing Society (2013), SIAM CSE (2013)*On the role of wind correlation in the economic dispatch of power grid systems*, SIAM Conference on Uncertainty Quantification (2014)