My research is on the interface of mathematical optimization, machine learning, and control, with applications in power systems, transportation, and beyond.
Selected papers in power systems optimisation:
Transmission-Constrained Unit Commitment submitted, 2018. Also, arXiv:1806.09408.
A Coordinate-Descent Algorithm for Tracking Solutions in Time-Varying Optimal Power Flows at the 20th Power Systems Computation Conference, 2018. Also, arXiv:1710.07119.
Hybrid Methods in Solving Alternating-Current Optimal Power Flows in IEEE Transactions on Smart Grid 8(6), 2988-2998, 2017. Also, arXiv:1510.02171.
A Low-Rank Coordinate-Descent Algorithm for Semidefinite Programming Relaxations of Optimal Power Flow in Optimization Methods and Software 32(4), 849-871, 2017. Also, arXiv:1506.08568.
Optimal Power Flow as a Polynomial Optimization Problem in IEEE Transactions on Power Systems 31(1), 539-546, 2016. Also, arXiv:1404.3626.
- MINLP in transmission expansion planning at the 19th Power Systems Computation Conference, 2016. Also, arXiv:1603.04375.
Selected papers in congestion control:
- On the Ergodic Control of Ensembles submitted, 2018. Also, arXiv:1807.03256.
On Classical Control and Smart Cities at the IEEE Conference on Decision and Control, 2017. Also, arXiv:1703.07308.
Resource Allocation with Population Dynamics at the Annual Allerton Conference on Communication, Control, and Computing, 2017. Also, arXiv:1604.03458.
r-Extreme Signalling for Congestion Control in International Journal of Control 89(10), 1972-1984, 2016. Also arXiv:1404.2458.
Signaling and Obfuscation for Congestion Control in International Journal of Control 88(10), 2086-2096, 2015. Also, arXiv:1406.7639.
Selected papers in robust statistics:
- On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters, arXiv:1809.05870
- Pursuit of Low-Rank Models of Time-Varying Matrices Robust to Sparse and Measurement Noise, arXiv:1809.03550
Parameter Estimation in Gaussian Mixture Models with Malicious Noise, without Balanced Mixing Coefficients at the Annual Allerton Conference on Communication, Control, and Computing, 2018. Also, arXiv:1711.08082.
- Matrix Completion under Interval Uncertainty, in European Journal of Operational Research 256(1), 35-43. Also, arXiv:1408.2467.
- Distributed Block Coordinate Descent for Minimizing Partially Separable Functions, in Numerical Analysis and Optimization, 2015, 261-288. Also, arXiv:1406.0238
Polynomial Optimisation in Power Systems at Alan Turing Institute, Institute for Mathematics and its Applications in Minneapolis, MN, Isaac Newton Institute for Mathematical Sciences in Cambridge, UK, Universities of Cardiff, Birmingham, Edinburgh, ..., as well as Concordia University, Czech Technical University, ENSTA ParisTech, RWTH Aachen.
Policies for Bi-level Optimisation under Uncertainty, an invited tutorial at IWOBIP
- Recommender Systems and their Effects, an invited talk at MUD
Recent Service: AAAI, AISTATS, ICAPS, ICLR, ICML, NIPS; an Outstanding reviewer award at NIPS 2016, IEEE Transactions on Power Systems Outstanding Reviewers for 2016, etc.
Bio: Together with some fabulous colleagues, Jakub Marecek develops solvers for optimisation and control problems at IBM Research -- Ireland. Jakub joined IBM Research from the School of Mathematics at the University of Edinburgh in August 2012. Prior to his brief post-doc in Edinburgh, Jakub had presented an approach to general-purpose integer programming in his dissertation at the University of Nottingham and worked in two start-up companies.