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 Energy Management of Isolated Microgrids
TL;DR: The proposed strategy addresses the challenges of renewable energy variability and forecast uncertainty using a two-stage decision process combined with a receding horizon approach and is able to produce reliable dispatch commands without considering probabilistic information from the forecasting system.
Journal ArticleDOI
Decentralized optimal operation model for cooperative microgrids considering renewable energy uncertainties
TL;DR: A two-stage adjustable robust optimization model is devised to coordinate the power exchange between the DS and MGs, the demand response, the output of controlled distributed generations, and the charging/discharging behavior of energy storage system (ESS) to solve the renewable energy uncertainties in each MG.
Journal ArticleDOI
Robust Optimization of Sums of Piecewise Linear Functions with Application to Inventory Problems
TL;DR: In this paper, the authors present a methodology for robust optimization, which is a methodology that has gained a lot of attention in the recent years, mainly due to the simplicity of the modeling process and ease of resolution even for large scale.
Journal ArticleDOI
Coordinated Investment in Transmission and Storage Systems Representing Long- and Short-Term Uncertainty
Xuan Zhang,Antonio J. Conejo +1 more
TL;DR: The problem is formulated with the objective of achieving an effective expansion of both transmission and storage that minimizes the investment cost, while achieving aneffective operation of a power system with high penetration of renewable power.
Journal ArticleDOI
Reliability enhancement of electrical power system including impacts of renewable energy sources: a comprehensive review
TL;DR: In this paper, a comprehensive survey on the reliability evaluation of the electrical network system is presented, which includes the impacts of integration of new and renewable energy sources (electric vehicle, energy storage system, solar, and wind) on reliability of electrical power system (EPS) are discussed.
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.