Andy Sun

Research

Power systems operation: Robust optimization for security constrained unit commitment problems

Theory of robust optimization, efficient gradient algorithms, polynomial optimization

Sep. 2010 - Aug. 2011 Robust Optimization for Security Constrained Unit Commitment Problems, $60,000 ISO New England Inc.

A geometric characterization of the power of finite adaptability in multi-stage stochastic and adaptive optimization , with D. Bertsimas, V. Goyal, Mathematics of Operations Research, Vol. 36, No. 1, 24-54, 2011.
Adaptive robust optimzation for the security constrained unit commitment problem with Dimitris Bertsimas, Eugene Litvinov, Jinye Zhao, and Tongxin Zheng, to appear in IEEE Transactions on Power Systems, 2012.
An accelerated first-order method for solving unconstrained SOS polynomial optimization problems , with D. Bertsimas and R. Freund, to appear in Optimization Methods and Software, 2012.
A fairness-based proposal for electricity market design, with D. Bertsimas, submitted, 2011.
On a conjecture of L. Khachiyan and M. Todd, with R. Freund, in preparation, 2011.
An analytical approach for fantasy football draft and lineup management , with A. Becker, accepted to second round submission to MIT Sloan Sports Analytics Conference, 2011.

15.060 Data, Models, and Decisions, Sloan Fellow MBA core, assistant to Prof. Robert Freund, MIT, Summer 2011
15.053 Optimization Methods in Management Science, assistant to Prof. James Orlin, MIT, Spring 2010
15.095 Optimization Methods, assistant to Prof. Jorge Vera, MIT, Spring 2008

IBM Thomas J. Watson Research Center. Postdoctoral Researcher, Aug 2011 - Present
ISO New England Inc. Business Architecture & Technology Group, Research Analyst, Summer 2010
Analytics Operations Engineering, Inc. Consultant Analyst, Summer 2007