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
Optimal operation of integrated electricity and heat system: A review of modeling and solution methods
TL;DR: A comprehensive overview of the IEHS modeling and solution methods for the optimal operation is provided, including the representation of dynamic characteristics, operational flexibility improvement, operation under uncertainty, and joint dispatch of the electrical power system and district heating system.
Journal ArticleDOI
Bilevel Robust Optimization of Electric Vehicle Charging Stations With Distributed Energy Resources
TL;DR: A bilevel model is developed, which captures strategic decision making by plug-in electric vehicle (PEV) owners, to optimize the design of a PEV charging station with distributed energy resources and a column-and-constraint-generation algorithm is used to solve the resultant single-level problem.
Journal ArticleDOI
An Improved Defender–Attacker–Defender Model for Transmission Line Defense Considering Offensive Resource Uncertainties
Yingmeng Xiang,Lingfeng Wang +1 more
TL;DR: A multiple-attack-scenario (MAS) defender–attacker–defender (DAD) model is proposed by extending the conventional trilevel DAD model and the results validate that the proposed method is able to minimize the damage when uncertainties are involved in the offensive resource.
Journal ArticleDOI
Look Ahead Robust Scheduling of Wind-Thermal System With Considering Natural Gas Congestion
TL;DR: In this article, the authors developed a robust optimization methodology for the scheduling of quick start units when con- sidering natural gas resource availability constraints, and the linepack capacity of pipelines was considered in the proposed model.
Proceedings ArticleDOI
Modeling transmission line constraints in two-stage robust unit commitment problem
TL;DR: In this article, the authors proposed novel acceleration techniques for solving two-stage robust unit commitment problem with consideration of full transmission line constraints, which greatly reduced the total solution time of the two-staged unit commitment.
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.