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A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
https://orcid.org/http://orcid.org/0000-0003-0299-5745
https://orcid.org/http://orcid.org/0000-0002-7934-9920
https://orcid.org/http://orcid.org/0000-0002-5415-1715
In the present article we propose a mixed-integer approximation of adjustable-robust optimization problems, that have both, continuous and discrete variables on the lowest level. As these trilevel problems are notoriously hard to solve, we restrict ourselves to weakly-connected instances. Our approach allows us to approximate, and in some cases exactly represent, the trilevel problem as a single-level mixed-integer problem. This allows us to leverage the computational efficiency of state-of-the-art mixed-integer programming solvers. We demonstrate the value of this approach by applying it to the optimization of power systems, particularly to the control of smart converters.
A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
https://orcid.org/http://orcid.org/0000-0003-0299-5745
https://orcid.org/http://orcid.org/0000-0002-7934-9920
https://orcid.org/http://orcid.org/0000-0002-5415-1715
In the present article we propose a mixed-integer approximation of adjustable-robust optimization problems, that have both, continuous and discrete variables on the lowest level. As these trilevel problems are notoriously hard to solve, we restrict ourselves to weakly-connected instances. Our approach allows us to approximate, and in some cases exactly represent, the trilevel problem as a single-level mixed-integer problem. This allows us to leverage the computational efficiency of state-of-the-art mixed-integer programming solvers. We demonstrate the value of this approach by applying it to the optimization of power systems, particularly to the control of smart converters.
A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
https://orcid.org/http://orcid.org/0000-0003-0299-5745
https://orcid.org/http://orcid.org/0000-0002-7934-9920
https://orcid.org/http://orcid.org/0000-0002-5415-1715
In the present article we propose a mixed-integer approximation of adjustable-robust optimization problems, that have both, continuous and discrete variables on the lowest level. As these trilevel problems are notoriously hard to solve, we restrict ourselves to weakly-connected instances. Our approach allows us to approximate, and in some cases exactly represent, the trilevel problem as a single-level mixed-integer problem. This allows us to leverage the computational efficiency of state-of-the-art mixed-integer programming solvers. We demonstrate the value of this approach by applying it to the optimization of power systems, particularly to the control of smart converters.
A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
Optim Eng
Kronqvist, Jan (author) / Li, Boda (author) / Rolfes, Jan (author)
Optimization and Engineering ; 25 ; 1271-1296
2024-09-01
26 pages
Article (Journal)
Electronic Resource
English
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