Min-Max Max-Min problem algorithm and analysis

本文介绍了随着可再生能源并网,Tsinghua University在IEEE Trans上发表的关于电力调度中广泛使用的min-max问题。文章提供了一个学习和解决min-max问题的网站,并重点讨论了YALMIP在解决鲁棒优化问题中的作用,特别是其过滤方法,如对偶过滤器、枚举过滤器等。作者强调了在可能的情况下使用更专业的过滤器以避免问题规模的增加,并引用了Johan Löfberg的相关研究进行深入探讨。
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“ 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.

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