A mixed-integer approximation of robust optimization problems with mixed-integer adjustments

Kronqvist J, Li B, Rolfes J (2023)

Publication Type: Journal article, Original article

Publication year: 2023

Journal

Optimization and Engineering Springer Verlag (Germany)

DOI: 10.1007/s11081-023-09843-7

Open Access Link: https://doi.org/10.1007/s11081-023-09843-7

Abstract

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.

Authors with CRIS profile

Jan Rolfes Economics - Discrete Optimization - Mathematics (EDOM)

Involved external institutions

Royal Institute of Technology / Kungliga Tekniska Högskolan (KTH) SE Sweden (SE) ABB Corporate Research Center in Germany - ABB Group DE Germany (DE)

How to cite

APA:

Kronqvist, J., Li, B., & Rolfes, J. (2023). A mixed-integer approximation of robust optimization problems with mixed-integer adjustments. Optimization and Engineering. https://dx.doi.org/10.1007/s11081-023-09843-7

MLA:

Kronqvist, Jan, Boda Li, and Jan Rolfes. "A mixed-integer approximation of robust optimization problems with mixed-integer adjustments." Optimization and Engineering (2023).

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