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
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On Robust Tie-line Scheduling in Multi-Area Power Systems
Ye Guo,Subhonmesh Bose,Lang Tong +2 more
TL;DR: In this paper, the authors leverage the theory of multi-parametric linear programming to propose algorithms for optimal tie-line scheduling within a deterministic and a robust optimization framework, which are proved to converge to the optimal schedule within a finite number of iterations.
Journal ArticleDOI
Optimal Deception Strategies in Power System Fortification against Deliberate Attacks
TL;DR: The information asymmetry between defender and attacker is investigated, leading to an optimal deception strategy problem for power system fortification, andumerical results indicate that deception strategy is superior to protection strategy.
Journal ArticleDOI
A Fast LP-Based Approach for Robust Dynamic Economic Dispatch Problem: A Feasible Region Projection Method
Yikui Liu,Lei Wu,Jie Li +2 more
TL;DR: A feasible region projection-based approach to equivalently reformulate the robust DED as a single-level linear programming (LP) model that can be effectively solved while guaranteeing solution optimality is proposed.
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Adaptive Robust Transmission Network Expansion Planning using Structural Reliability and Decomposition Techniques
TL;DR: Numerical results demonstrate that the algorithm is comparable in terms of computational performance with respect to existing robust methods with the additional advantage that the correlation structure of the uncertain variables involved can be incorporated.
Journal ArticleDOI
Cost-effective power grid protection through defender–attacker–defender model with corrective network topology control
TL;DR: A set of numerical studies on IEEE RTS one-area system demonstrate the significant improvements of power system resilience under malicious attacks due to line switching, and highlight that hardening plans derived from this new DAD model are much more cost-effective compared with those obtained from traditional DAD models.
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.