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
Decomposable robust two‐stage optimization: An application to gas network operations under uncertainty
TL;DR: Overall, aggregation and preprocessing allow us to quickly solve large gas network instances under uncertainty for the price of slightly more conservative solutions.
Journal ArticleDOI
Power systems optimization under uncertainty: A review of methods and applications
Line Roald,David Pozo,Anthony Papavasiliou,Daniel K. Molzahn,Jalal Kazempour,Antonio J. Conejo +5 more
TL;DR: In this paper , the authors provide an overview of existing methods for modeling and optimization of problems affected by uncertainty, targeted at researchers with a familiarity with power systems and optimization, and provide an outlook to future directions of research.
Proceedings ArticleDOI
Robust Management of Combined Heat and Power Systems via Linear Decision Rules
TL;DR: In this article, the authors proposed a robust optimization model for a coupled heat-and-power system, including unit commitment, day-ahead power and heat dispatch as well as real-time re-dispatch (recourse) variables.
Journal ArticleDOI
Value of resilience-based solutions on critical infrastructure protection: Comparing with robustness-based solutions
Min Ouyang,Chuang Liu,Min Xu +2 more
TL;DR: Four mathematical models and their solution algorithms for exactly identifying the optimal robustness-based and resilience-based protection strategies for critical infrastructure systems against worst-case malicious attacks and natural hazards, respectively are introduced.
Journal ArticleDOI
Distributed modeling considering uncertainties for robust operation of integrated energy system
TL;DR: The simulation results show that the constructed uncertainty set considering the spatial-temporal correlation and symmetry has lower operating cost than the traditional uncertainty set, which can eliminate some low probability scenarios and make the conservatism of robust optimization reduced in a certain degree.
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.