“ Learning is an endless process.” Please point out my mistakes in the blog.
Background
Recent years, more and more renewable energies are integrated into power system. Tsinghua University published many papers on IEEE Trans for power dispatch problems. Mostly, they use min-max formulation. In this blog, I try to give an introduction about the min-max problem.
Firstly, a website to learn and solve min-max, max-min problem is attached here.
http://apmonitor.com/me575/index.php/Main/MiniMax
YALMIP
Min_max problem is usually formed from robust optimization problem. Yalmip provides the modeling language to solve robust optimization problem.