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Robust integer optimization and scheduling problems for large electricity consumers

With the advent of the liberalization of the electricity sector new markets have emerged, including markets for network ancillary services. Large electricity consumers' interest in participating in these markets is growing as they see an opportunity to make profits by selling flexibility of consumption. Time margins for shifting part of the scheduled consumption often exist, and they can be used to provide said flexibility. But if the schedule is not designed to support these shifts, delaying the execution of a job may cause infeasibility problems (e.g. related to safety constraints). In this paper, the problem of calculating flexible schedules is tackled with a robust optimization based approach. For this purpose a new explicit robust counterpart is developed. The proposed method is also demonstrated with an example involving the scheduling of two cement milling machines.