Convergence proof of algorithm

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Arpit Kumar

2023年11月22日 19:03

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I have formulated a two stage optimization problem for the distribution network operator (DNO) and microgrid operator (MGO). The DNO and MGO models are formulated as MILP and solved using the GUROBI solver using MATLAB-YALMIP interface. The optimization successfully solved and optimal values are obtained. However, To further ensure the convergence of the MILP problem, I have to develop the convergence proof. To establish this, I need help regarding the convergence proof of the GUROBI solver for the MILP problem. How I can get this convergence proof? Please suggest. 

Thank you

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  Michel Soares

  2023年11月23日 11:17

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  Hi,

  I am not sure what you mean, but you might want to look into the theory behind branch and cut, which is the algorithm Gurobi uses, and it might get you to your convergence proof.

   

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