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The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage variables contain discrete decisions, the corresponding 2SPs are known to be NP-complete. The standard approach of forming a single-stage deterministic equivalent problem can be computationally challenging even for small instances, as the number of variables and constraints scales with the number of scenarios. To avoid forming a potentially huge MILP problem, we build upon an approach of approximating the expected value of the second-stage problem by a neural network (NN) and encoding the resulting NN into the first-stage problem. The proposed algorithm alternates between optimizing the first-stage variables and retraining the NN. We demonstrate the value of our approach with the example of computing operating points in power systems by showing that the alternating approach provides improved first-stage decisions and a tighter approximation between the expected objective and its neural network approximation., Comment: 16 pages, 2 figures

In the present article we propose a mixed-integer approximation of adjustable-robust optimization (ARO) problems, that have both, continuous and discrete variables on the lowest level. As these trilevel problems are notoriously hard to solve, we restrict ourselves to weakly-connected instances. Our approach allows us to approximate, and in some cases exactly represent, the trilevel problem as a single-level mixed-integer problem. This allows us to leverage the computational efficiency of state-of-the-art mixed-integer programming solvers. We demonstrate the value of this approach by applying it to the optimization of power systems, particularly to the control of smart converters., Comment: 17 pages, 4 figures

Hydrogen, an essential resource in the decarbonized economy, is commonly produced as a by-product of chemical plants. To promote the use of by-product hydrogen, this paper proposes a supply chain model among chemical plants, hydrogen-storage salt caverns, and end users, considering time-of-use (TOU) hydrogen price, coalition strategies of suppliers, and road transportation of liquefied and compressed hydrogen. The transport route planning problem among multiple chemical plants is modeled through a cooperative game, while the hydrogen market among the salt cavern and chemical plants is modeled through a Stackelberg game. The equilibrium of the supply chain model gives the transportation and trading strategies of individual stakeholders. Simulation results demonstrate that the proposed method can provide useful insights on by-product hydrogen market design and analysis.