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arXiv · 2302.13962

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

Jan Kronqvist·Boda Li·Jan Rolfes
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Abstract

In the present article we propose a mixed-integer approximation of adjustable-robust optimization (ARO) 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.

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Jan Kronqvist, Boda Li, Jan Rolfes. 2023-02-27. A mixed-integer approximation of robust optimization problems with mixed-integer adjustments. https://doi.org/10.1007/s11081-023-09843-7

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