  In this work, we consider two-stage polynomial optimization problems under
uncertainty. In the first stage, one needs to decide upon the values of a
subset of optimization variables (control variables). In the second stage, the
uncertainty is revealed and the rest of optimization variables (state
variables) are set up as a solution to a known system of possibly non-linear
equations. This type of problem occurs, for instance, in optimization for
dynamical systems, such as electric power systems. We combine tools from
polynomial and robust optimization to provide a framework for general
adjustable robust polynomial optimization problems. In particular, we propose
an iterative algorithm to build a sequence of (approximately) robustly feasible
solutions with an improving objective value and verify robust feasibility or
infeasibility of the resulting solution under a semialgebraic uncertainty set.
At each iteration, the algorithm optimizes over a subset of the feasible set
and uses affine approximations of the second-stage equations while preserving
the non-linearity of other constraints. The algorithm allows for additional
simplifications in case of possibly non-convex quadratic problems under
ellipsoidal uncertainty. We implement our approach for AC Optimal Power Flow
and demonstrate the performance of our proposed method on Matpower instances.
