Overestimate a convex, nonlinear function with planes. This code is taylored for the quadratic function in this paper.
If you use this code for your own work, please cite this paper:
- L. Badesa, F. Teng, and G. Strbac, "Simultaneous Scheduling of Multiple Frequency Services in Stochastic Unit Commitment," IEEE Transactions on Power Systems, vol. 34, no. 5, pp. 3858-3868, 2019.