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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Robust Integration of High-Level Dispatchable Renewables in Power System Operation
TL;DR: In this paper, a two-stage robust unit commitment (UC) and dispatch model is proposed to integrate dispatchable renewables, and the solution robustness can be guaranteed by considering only one extra scenario.
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Optimal Market Participation of Distributed Load Resources Under Distribution Network Operational Limits and Renewable Generation Uncertainties
TL;DR: This paper develops a two-stage robust stochastic bidding formulation solved using a decomposition algorithm that derives optimal bid curves that minimize energy procurement cost and fully comply with the operational standards of the distribution network.
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Maintenance location routing for rolling stock under line and fleet planning uncertainty
TL;DR: A maintenance facility for rolling stock from different fleets are routed to maintenance facilities by interchanging the destinations of trains at common stations.
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Multi-Stage Robust Transmission Constrained Unit Commitment: A Decomposition Framework with Implicit Decision Rules
Xuan Li,Qiaozhu Zhai +1 more
TL;DR: The proposed multi-stage robust TCUC formulation with implicit decision rules is proposed, and is more computationally efficient than the all-scenario-feasible method and the effectiveness of time-decoupled solution method is verified.
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An Integrated Transmission Expansion and Sectionalizing-Based Black Start Allocation of BESS Planning Strategy for Enhanced Power Grid Resilience
TL;DR: A new comprehensive integrated planning strategy for the resilience enhancement of power system, including determining the transmission expansion and sectionalizing-based optimal black start (BS) resources allocation of battery energy storage system (BESS) during extreme events is proposed.
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.