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Hierarchy relaxations for robust equilibrium constrained polynomial problems and applications to electric vehicle charging scheduling

Author

Listed:
  • Thai Doan Chuong

    (Brunel University London)

  • Xinghuo Yu

    (RMIT University)

  • Andrew Eberhard

    (RMIT University)

  • Chaojie Li

    (UNSW Sydney)

  • Chen Liu

    (RMIT University)

Abstract

In this paper, we consider a polynomial problem with equilibrium constraints in which the constraint functions and the equilibrium constraints involve data uncertainties. Employing a robust optimization approach, we examine the uncertain equilibrium constrained polynomial optimization problem by establishing lower bound approximations and asymptotic convergences of bounded degree diagonally dominant sum-of-squares (DSOS), scaled diagonally dominant sum-of-squares (SDSOS) and sum-of-squares (SOS) polynomial relaxations for the robust equilibrium constrained polynomial optimization problem. We also provide numerical examples to illustrate how the optimal value of a robust equilibrium constrained problem can be calculated by solving associated relaxation problems. Furthermore, an application to electric vehicle charging scheduling problems under uncertain discharging supplies shows that for the lower relaxation degrees, the DSOS, SDSOS and SOS relaxations obtain reasonable charging costs and for the higher relaxation degrees, the SDSOS relaxation scheme has the best performance, making it desirable for practical applications.

Suggested Citation

  • Thai Doan Chuong & Xinghuo Yu & Andrew Eberhard & Chaojie Li & Chen Liu, 2024. "Hierarchy relaxations for robust equilibrium constrained polynomial problems and applications to electric vehicle charging scheduling," Journal of Global Optimization, Springer, vol. 90(3), pages 781-811, November.
  • Handle: RePEc:spr:jglopt:v:90:y:2024:i:3:d:10.1007_s10898-024-01421-0
    DOI: 10.1007/s10898-024-01421-0
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    References listed on IDEAS

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    1. Thai Doan Chuong, 2020. "Optimality conditions for nonsmooth multiobjective bilevel optimization problems," Annals of Operations Research, Springer, vol. 287(2), pages 617-642, April.
    2. Masaki Kimizuka & Sunyoung Kim & Makoto Yamashita, 2019. "Solving pooling problems with time discretization by LP and SOCP relaxations and rescheduling methods," Journal of Global Optimization, Springer, vol. 75(3), pages 631-654, November.
    3. Birbil, S.I. & Bouza, G. & Frenk, J.B.G. & Still, G., 2006. "Equilibrium constrained optimization problems," European Journal of Operational Research, Elsevier, vol. 169(3), pages 1108-1127, March.
    4. Chieu, N.H. & Jeyakumar, V. & Li, G. & Mohebi, H., 2018. "Constraint qualifications for convex optimization without convexity of constraints : New connections and applications to best approximation," European Journal of Operational Research, Elsevier, vol. 265(1), pages 19-25.
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    7. T. D. Chuong & V. Jeyakumar, 2017. "Finding Robust Global Optimal Values of Bilevel Polynomial Programs with Uncertain Linear Constraints," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 683-703, May.
    8. T. D. Chuong & V. Jeyakumar & G. Li, 2019. "A new bounded degree hierarchy with SOCP relaxations for global polynomial optimization and conic convex semi-algebraic programs," Journal of Global Optimization, Springer, vol. 75(4), pages 885-919, December.
    9. Jean B. Lasserre & Kim-Chuan Toh & Shouguang Yang, 2017. "A bounded degree SOS hierarchy for polynomial optimization," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 87-117, March.
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