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
Combinatorial Optimization Problems with Balanced Regret.
Marc Goerigk,Michael Hartisch +1 more
TL;DR: In this article, a generalization of min-max regret is introduced, called balanced regret, which allows for a wider range of possible alternatives the decision maker may choose from using budgeted uncertainty sets.
Journal ArticleDOI
Adaptive Robust Unit Commitment of Combined-Cycle Gas-Turbine Considering Mode-Based Modeling of Carbon Capture Plant
TL;DR: In this paper , a mixed-integer operation model of combined-cycle gas-turbine generators is developed, featuring a new mode-based modeling of post-combustion carbon capture plants.
Journal ArticleDOI
Multi-level optimization with the koopman operator for data-driven, domain-aware, and dynamic system security
TL;DR: In this article , the authors proposed a method for incorporating nonlinear dynamics into a multi-level optimization (MLO) using a learned linear representation of the Koopman Operator (KO) and demonstrated the use and tractability of this approach on small instances of a reliability-focused power grid problem.
Journal ArticleDOI
Research Progress about Power Grid Resilience Improvement Models under Extreme Natural Disasters
Yutong Shen,Guoqing Wang,Lei Yu +2 more
TL;DR: In this paper , a definition of resilience is introduced and quantitative indicators and evaluation methods of resilience are presented, and measures to improve the resilience of a distribution network are summarized, along with the constraints on the modeling of distribution network resilience.
Posted Content
Robust Survivability-Oriented Scheduling of Separable Mobile Energy Storage and Demand Response for Isolated Distribution Systems
TL;DR: In this paper, the authors proposed a strategy to enhance IDS survivability utilizing the coordination of two flexible approaches, namely, separable energy storage systems (SMESSs), which construct non-wires links for energy transmission between the IDS and the external live power sources, and demand response (DR), which adjusts the internal electrical demand of the idS to provide effective operating stress alleviation.
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.