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
An effective global algorithm for worst-case linear optimization under polyhedral uncertainty
Proceedings ArticleDOI
Robust Security Constrained Unit Commitment considering AC power flow constraints
TL;DR: In this paper, a robust unit commitment model based on second-order cone programming is proposed to deal with the uncertainty of the output of renewable energy units in the power system, and the model is solved by column and constraint generation algorithm.
Journal ArticleDOI
Risk-Averse scheduling of integrated electricity-heat systems considering multi-energy network operations for resilience enhancement against contingencies
TL;DR: In this article , a risk-averse scheduling model of the integrated electricity and heat system (IEHS) for resilience enhancement against contingencies is presented, where a tri-level formulation is proposed to formulate the worst line outage events and identify the optimal resilience enhancement strategies.
Proceedings ArticleDOI
Coordinated Expansion Planning of EV Charging Stations and Transportation-Distribution Network with Mixed Traffic Flow
TL;DR: In this paper , a bi-level planning model is proposed to minimize the total investment cost, travel cost of mixed traffic flow and distribution operation cost of EV charging stations and distribution network.
Dissertation
Applications and algorithms for two-stage robust linear optimization
Costa da Silva,Marco Aurelio +1 more
TL;DR: Une approche holistique du conservatisme en optimisation lineaire robuste envers les dernieres avancees dans des domaines tels que l'optimisation robuste basee sur les donnees, optimisation robustE par distribution and optimised robuste adaptative.
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.