Journal ArticleDOI
Solving two-stage robust optimization problems using a column-and-constraint generation method
TLDR
A computational study on a two-stage robust location-transportation problem shows that the column-and-constraint generation algorithm performs an order of magnitude faster than existing Benders-style cutting plane methods.About:
This article is published in Operations Research Letters.The article was published on 2013-09-01. It has received 1010 citations till now. The article focuses on the topics: Robust optimization & Cutting-plane method.read more
Citations
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Robust Optimal Energy Management of a Residential Microgrid Under Uncertainties on Demand and Renewable Power Generation
TL;DR: A novel robust framework for the day-ahead energy scheduling of a residential microgrid comprising interconnected smart users, each owning individual RESs, noncontrollable loads (NCLs), energy- and comfort-based CLs, and individual plug-in electric vehicles (PEVs) and an energy storage system (ESS).
Journal ArticleDOI
Distributionally robust hydro-thermal-wind economic dispatch
TL;DR: In this article, the authors proposed a distributionally robust hydro-thermal-wind economic dispatch (DR-HTW-ED) method to enhance the flexibility and reliability of power system operation.
Journal ArticleDOI
Robust Transmission Expansion Planning Representing Long- and Short-Term Uncertainty
Xuan Zhang,Antonio J. Conejo +1 more
TL;DR: In this article, the authors address the transmission expansion planning problem under long-term and short-term uncertainty via a tailored implementation of the primal Benders' decomposition algorithm that focuses on an efficient solution of the sub-problem.
Journal ArticleDOI
Two-stage robust optimization approach to elective surgery and downstream capacity planning
Saba Neyshabouri,Bjorn P. Berg +1 more
TL;DR: This paper proposes a two-stage robust optimization model to address the existing uncertainty in surgery duration and length-of-stay in the surgical intensive care unit and proposes the adapted column-and-constraint generation method to obtain exact solutions.
Journal ArticleDOI
Security-Constrained Unit Commitment With Flexible Uncertainty Set for Variable Wind Power
TL;DR: In this article, a two-stage robust security-constrained unit commitment (SCUC) model is proposed for managing the wind power uncertainty in the hourly scheduling of power system generation.
References
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Journal ArticleDOI
The Price of Robustness
Dimitris Bertsimas,Melvyn Sim +1 more
TL;DR: In this paper, the authors propose an approach that attempts to make this trade-off more attractive by flexibly adjusting the level of conservatism of the robust solutions in terms of probabilistic bounds of constraint violations.
The price of the robustness
D Bertsimas,M Sim +1 more
TL;DR: An approach is proposed that flexibly adjust the level of conservatism of the robust solutions in terms of probabilistic bounds of constraint violations, and an attractive aspect of this method is that the new robust formulation is also a linear optimization problem, so it naturally extend to discrete optimization problems in a tractable way.
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Robust Convex Optimization
Aharon Ben-Tal,Arkadi Nemirovski +1 more
TL;DR: If U is an ellipsoidal uncertainty set, then for some of the most important generic convex optimization problems (linear programming, quadratically constrained programming, semidefinite programming and others) the corresponding robust convex program is either exactly, or approximately, a tractable problem which lends itself to efficientalgorithms such as polynomial time interior point methods.
Journal ArticleDOI
Generalized Benders decomposition
TL;DR: In this paper, the extremal value of the linear program as a function of the parameterizing vector and the set of values of the parametric vector for which the program is feasible were derived using linear programming duality theory.