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
Vulnerability Mitigation of Multiple Spatially Localized Attacks on Critical Infrastructure Systems
TL;DR: Vulnerability mitigation of critical infrastructure systems (CISs) against the worst‐case MSLAs is studied as a tri‐level defender‐attacker‐defender model and it is indicated that system vulnerability under 2*M localized attack areas might be much larger than two times of the vulnerability under M localized attack Areas.
Proceedings ArticleDOI
Joint Generation and Demand-side Management for Shipboard Carbon Capture and Storage System
Sidun Fang,Yan Xu,Zhengmao Li +2 more
TL;DR: The proposed mathematical model is formulated as a bi-level optimization after certain constraint decomposition and solved by the column and constraint generation algorithm, and is able to relieve the power shortage issue of shipboard CCS.
Journal ArticleDOI
A novel approach in strategic planning of power networks against physical attacks
TL;DR: The reported work points at developing a practical approach for power transmission planners to secure power networks from potential deliberate attacks by developing a defender deception that is mathematically formulated by releasing misinformation about his plan in the shared cognition-based model.
Journal ArticleDOI
Two-stage robust facility location problem with drones
TL;DR: In this paper , the authors considered a short-term post-disaster unmanned aerial vehicle (UAV) humanitarian relief application where first-aid products need to be delivered to the customer demand points.
Journal ArticleDOI
Security-Constrained ACOPF: Incorporating Worst Contingencies and Discrete Controllers
Xuan Wu,Antonio J. Conejo +1 more
TL;DR: An algorithm for system operators to solve a robust security-constrained AC optimal power flow (R-SC-ACOPF) problem, which also optimizes the settings of discrete controllers including load tap changers and shunt capacitor banks, 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.