nonconvex robust optimization

Storage Participation in Electricity Markets: Time Discretization through Robust Optimization

  • Dirk Lauinger
  • Xu Andy Sun
    • Categories Energy, Global Optimization, Robust Optimization Tags , , , ,

    Electricity storage is used for intertemporal price arbitrage and for ancillary services that balance unforeseen supply and demand fluctuations via frequency regulation. We present an optimization model that computes bids for both arbitrage and frequency regulation and ensures that storage operators can honor their market commitments at all times for all fluctuation signals in an … Read more

    A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems

  • Brian Dandurand
  • Kibaek Kim
  • Sven Leyffer
    • Categories (Mixed) Integer Nonlinear Programming, Branch and Cut Algorithms, Robust Optimization Tags , , ,

    We address the bilevel optimization problem of identifying the most critical attacks to an alternating current (AC) power flow network. The upper-level binary maximization problem consists in choosing an attack that is treated as a parameter in the lower-level defender minimization problem. Instances of the lower-level global minimization problem by themselves are NP-hard due to … Read more