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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Journal ArticleDOI
Two-stage robust optimal operation of AC/DC distribution networks with power electronic transformers
He Dong,Zhong Tang,Minjie Wei +2 more
TL;DR: In this article , a two-stage robust optimization operation model of a hybrid AC-DC distribution network with PET is proposed based on PET power transmission and transformation characteristics, which can play the role of a power hub in a system composed of multiple ACDC hybrid distribution grids for interactive sharing of power in multiple regions.
Journal ArticleDOI
Robust flows with adaptive mitigation
TL;DR: A robust flow problem with three stages where the mitigation of the last stage can be chosen adaptively depending on the scenario, and shows that this instance of fully adjustable robust optimization problems can be solved exactly with a reasonable performance.
Posted Content
Combinatorial two-stage minmax regret problems under interval uncertainty
TL;DR: In this article, a class of combinatorial optimization problems is discussed and a feasible solution can be constructed in two stages, in the first stage the objective function costs are known while in the second stage they are uncertain and belong to an interval uncertainty set.
Optimal Solar and Energy Storage System Sizing for Behind the Meter Applications
TL;DR: In this paper , an optimal sizing model for a solar plus energy storage (PV-ESS) system for behind the meter applications is proposed, which can account for decreasing technology costs in the future and defer some of the investment costs.
Light robust location-routing
TL;DR: This thesis presents a two-stage light robust problem formulation, where in the first stage the decisions regarding the locations of the open depots, the number of assigned vehicles and the \\textit{a priori} routing are considered.
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.
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.