The Primal-Dual Gradient Method for Non-Convex Robust Optimization with an Application to the Robust AC-OPF.
Xu MaUmesh VaidyaNicola EliaPublished in: CDC (2018)
Keyphrases
- robust optimization
- primal dual
- gradient method
- semidefinite programming
- convergence rate
- convex optimization
- linear programming
- mathematical programming
- interior point methods
- linear program
- step size
- simplex algorithm
- approximation algorithms
- convergence speed
- lot sizing
- decision theory
- multistage
- training data
- low rank
- convex relaxation
- dynamic programming
- reinforcement learning
- multiscale