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
More filters
Posted Content
An Exact and Scalable Problem Decomposition for Security-Constrained Optimal Power Flow
TL;DR: In this article, a decomposition scheme based on column-and-constraint-generation algorithm is proposed for solving large-scale instances of the security-consstrained optimal power flow problem with primary response.
Journal ArticleDOI
Security-constrained economic dispatch exploiting the operational flexibility of transmission networks
TL;DR: In this article , the authors proposed a two-stage security-constrained economic dispatch (SCED) model to enhance the power system flexibility in N-K contingency management and reduce operational cost.
Posted Content
Two-stage Robust Energy Storage Planning with Probabilistic Guarantees: A Data-driven Approach.
TL;DR: In this paper, a scenario-based robust planning framework is proposed to provide rigorous guarantees on the future operation risk of planning decisions considering a broad range of operational conditions, such as renewable generation fluctuations and load variations.
Posted Content
Distributionally Robust Optimization for a Resilient Transmission Grid During Geomagnetic Disturbances.
TL;DR: A two-stage, distributionally robust (DR) optimization formulation that models uncertain GMDs and mitigates the effects of GICs on power systems through existing system controls and develops a decomposition framework for solving the problem.
Journal ArticleDOI
Security constrained OPF utilizing substation reconfiguration and busbar splitting
TL;DR: In this article , a column-and-constraint generation decomposition technique is proposed to accelerate the solution process and post-contingency busbar splitting is not only useful in reducing the operating cost, but it can be crucial to improving system security.
References
More filters
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.
Journal ArticleDOI
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.