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
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Adaptive Robust Optimization with Dynamic Uncertainty Sets for Multi-Period Economic Dispatch under Significant Wind
Álvaro Lorca,Andy Sun +1 more
TL;DR: In this paper, an adaptive robust optimization model for multi-period economic dispatch, and methods to construct such sets to model temporal and spatial correlations of uncertainty, are presented to deal with uncertainty caused by the highly intermittent and uncertain wind power becomes a significant issue.
Journal ArticleDOI
Decentralized-distributed robust electric power scheduling for multi-microgrid systems
TL;DR: A modified analytical target cascading method is further developed to formulate the consistency constraints on shared tie-lines, thus guaranteeing the optimality and enhancing the solution quality of the DD-ARO model.
Journal ArticleDOI
Resilient operational strategies for power systems considering the interactions with natural gas systems
TL;DR: The proposed model is developed based on a two-stage robust decision-making framework to optimize the operational performances of power systems under the worst-case N-k contingencies and the nested column-and-constraint generation (NC&CG) algorithm is adopted.
Journal ArticleDOI
Two-Stage Robust Optimization for Resilient Operation of Microgrids Considering Hierarchical Frequency Control Structure
TL;DR: A two-stage robust day-ahead optimization model for resilient operation of MGs is proposed in which the hierarchical frequency control structure of the MG is precisely formulated and the operating cost of MG is minimized while the frequency deviation and load shedding can be successfully managed during islanding events.
Journal ArticleDOI
Distributionally Robust Optimal Power Flow in Multi-Microgrids With Decomposition and Guaranteed Convergence
TL;DR: A novel comprehensive multi-area dynamic optimal power flow (MADOPF) model is established, where energy-reserve co-optimization, three-phase unbalanced network intrinsics and dual control time-scales are all addressed.
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.