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
A two-stage robust model for a reliable p-center facility location problem
Bo Du,Hong Zhou,Roel Leus +2 more
TL;DR: A two-stage robust model for reliable facility location when some facilities can be disrupted, for instance by a natural disaster is proposed, and it is found that, depending on the size of the instance, either the Benders dual cutting plane method or column-and-constraint generation performs best.
Journal ArticleDOI
Robust Optimization for Microgrid Defense Resource Planning and Allocation Against Multi-Period Attacks
TL;DR: A microgrid defense resource planning and allocation problem with the consideration of multi-period attacks is investigated, based on a multi- period defender–attacker–defender model and solution process is developed based on the customized column-and-constraint generation algorithm.
Journal ArticleDOI
Risk–Based Admissibility Analysis of Wind Power Integration into Power System With Energy Storage System
TL;DR: A risk-based two-stage robust unit commitment (RUC) model is proposed to analyze the admissibility of wind power and can flexibly adjust the uncertainty set by optimizing the operational risks including the wind spillage risk and load shedding risk.
Journal ArticleDOI
A bilevel formulation of the pediatric vaccine pricing problem
TL;DR: Testing results indicate that a robust sampling method combined with local search is the superlative solution method among those examined and, in the current market, that a manufacturer acting unilaterally has the potential to increase profit per child completing the RCIS.
Journal ArticleDOI
Quantification of Intra-hour Security-Constrained Flexibility Region
TL;DR: In this article, a robust security-constrained multi-period optimal power flow model is proposed to quantify the frequency, magnitude, and intensity of insufficient flexibility in the intra-hour flexibility region.
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.