A new approach to co-ordinate distributed, worse-case scenario, linear quadratic optimization problems

Authors

  • Babacar Seck Department of Mathematics, College of Science, University of Bahrain
  • Fraser J. Forbes ‡Chemical and Materials Engineering, University of Alberta, Edmonton, Canada

Keywords:

worse-case scenario LQ; distributed optimization; decomposition; price-driven co-ordination

Abstract

A new approach for price driven coordination, large-scale, worst-case scenario linear quadratic optimization problems is presented. The approach is based on a reformulation of the dual problem associated
with the centralized robust optimization problem and to modify the co-ordination scheme in order to
incorporate determination of the worst-case scenario. The convergence of the algorithm is proven and
is guaranteed when the uncertainty set, the objective function and the constraints satisfy some specic
properties.

Dimensions

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Published

2021-06-26

How to Cite

Seck, B., & Forbes, F. J. (2021). A new approach to co-ordinate distributed, worse-case scenario, linear quadratic optimization problems. Research Journal in Mathematics, Econometrics and Statistics, 2(1). Retrieved from https://royalliteglobal.com/jmes/article/view/621

Issue

Section

Articles