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All Projects → tuomasr → robust

tuomasr / robust

Licence: other
Robust optimization for power markets

Programming Languages

python
139335 projects - #7 most used programming language

Labels

gurobirobust-optimizationgurobipy

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Robust optimization for power markets

Implements a simplified version of http://ieeexplore.ieee.org.libproxy.aalto.fi/document/7944676/. An upper-level agent makes generation and transmission line investment decisions, while the market is cleared in the lower-level. The lower-level problem is a robust optimization problem in which some parameters are stochastic.

Requirements

Tested with Python 2.7, Gurobi 8.0, and numpy 1.13.1.

Usage

python robust.py
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