作者: José Manuel Arroyo , Roberto Mínguez , Raquel García-Bertrand
DOI:
关键词: Probabilistic-based design optimization 、 Robust optimization 、 Decomposition (computer science) 、 Matrix (mathematics) 、 Mathematical optimization 、 Cardinality 、 Mathematics 、 Robust control 、 Ellipsoid 、 Quantile
摘要: Structural reliability and decomposition techniques have recently proved to be appropriate tools for solving robust uncertain mixed-integer linear programs using ellipsoidal uncertainty sets. In fact, its computational performance makes this type of problem an alternative method in terms tractability with respect problems based on cardinality constrained This paper extends the use these adaptive optimization (ARO) problem, i.e. solution transmission network expansion planning energy systems. The formulation materializes a three-level mixedinteger formulation, which structural methods, can solved ad-hoc technique. allows correlation structure variables involved by means their variance-covariance matrix, besides, it provides new interpretation quantile optimization. We also compare results methods that consider Numerical illustrative example, IEEE-24 IEEE 118-bus test systems demonstrate algorithm is comparable existing additional advantage incorporated