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A mixed-integer approximation of robust optimization problems with mixed-integer adjustments
KTH, Numerisk analys, optimeringslära och systemteori.ORCID-id: 0000-0003-0299-5745
ABB Corporate Research Center, Ladenburg, Ladenburg, Germany.
KTH, Numerisk analys, optimeringslära och systemteori.ORCID-id: 0000-0002-5415-1715
2024 (engelsk)Inngår i: Optimization and Engineering, ISSN 1389-4420, E-ISSN 1573-2924, Vol. 25, nr 3, s. 1271-1296Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

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.

sted, utgiver, år, opplag, sider
Springer Nature , 2024. Vol. 25, nr 3, s. 1271-1296
Emneord [en]
Adjustable Robustness, Mixed-Integer Optimization, Robust Optimization
HSV kategori
Identifikatorer
URN: urn:nbn:se:liu:diva-213763DOI: 10.1007/s11081-023-09843-7ISI: 001118884300001Scopus ID: 2-s2.0-85173688367OAI: oai:DiVA.org:liu-213763DiVA, id: diva2:1959826
Tilgjengelig fra: 2024-07-11 Laget: 2025-05-21

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