A Mixed Integer Quadratic Program for Valuing the Impact of Price and Forecast Uncertainty for Wind Generators.
Daniel ShenMarija IlicPublished in: CoRR (2023)
Keyphrases
- mixed integer
- quadratic program
- continuous relaxation
- linear program
- feasible solution
- second order cone program
- lot sizing
- convex hull
- optimal solution
- network design problem
- convex optimization
- continuous variables
- maximum margin
- quadratic programming
- linear constraints
- approximation algorithms
- linear programming
- objective function
- learning algorithm