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In this paper, we present a novel approach for solving a maintenancescheduling problem from the French electricity grid company RTE, as presentedin the ROADEF 2020 challenge. Our approach combines constraint generation witha new family of cutting planes to address the nonconvexity of the problem. Weprovide mathematical proofs and separation algorithms for the cutting planesand study the practical impact of our approach on the challenge instances. Thismethod is applicable to a wide range of problems involving the modeling ofuncertainty, and is shown to improve results significantly on real-worldinstances.

Mixed-Integer Programming for the ROADEF/EURO 2020 challenge