Kronqvist J, Li B, Rolfes J (2023)
Publication Type: Journal article, Original article
Publication year: 2023
DOI: 10.1007/s11081-023-09843-7
Open Access Link: https://doi.org/10.1007/s11081-023-09843-7
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.
APA:
Kronqvist, J., Li, B., & Rolfes, J. (2023). A mixed-integer approximation of robust optimization problems with mixed-integer adjustments. Optimization and Engineering. https://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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