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
Contingency-constrained robust transmission expansion planning under uncertainty
TL;DR: The expansion plan obtained by the proposed approach in this paper can accommodate all possible realizations of uncertain parameters defined by the uncertainty budget under both normal state and contingencies.
Journal ArticleDOI
Two-Stage Robust Sizing and Operation Co-Optimization for Residential PV–Battery Systems Considering the Uncertainty of PV Generation and Load
TL;DR: A two-stage adaptive robust optimization (ARO) for optimal sizing and operation of residential solar photovoltaic systems coupled with battery units and the immunization of the model against uncertainties is justified by testing the obtained solutions against 36 500 trial uncertainty scenarios in a postevent analysis.
Journal ArticleDOI
Robust Transmission Network Expansion Planning Under Correlated Uncertainty
TL;DR: A novel nested decomposition approach based on results from structural reliability is devised to solve the proposed robust counterpart, which is cast as an instance of mixed-integer trilevel programming.
Journal ArticleDOI
A robust dispatch model for integrated electricity and heat networks considering price-based integrated demand response
Hong Tan,Anne-Laure Feral-Pierssens,Wei Yan,Murad Harasheh,Zhouyang Ren,Qiujie Wang,Mohamed A. Mohamed,Mohamed A. Mohamed +7 more
TL;DR: This paper proposes a robust dispatch model for integrated electricity and heat networks (IEHNs) based on PBIDR, constructed as a two-stage robust optimization problem to hedge the uncertainty of the wind power output, the ambient temperature, and thePBIDR.
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Recourse-Cost Constrained Robust Optimization for Microgrid Dispatch With Correlated Uncertainties
TL;DR: This model has overcome the defect of conventional adaptive robust optimization (ARO), which can only get the scheduling plans in the worst scenario, and a larger scale of decision variables under uncertainties brings more significant speedup by the proposed algorithm.
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.