A survey of adjustable robust optimization

İ Yanıkoğlu, BL Gorissen, D den Hertog - European Journal of Operational …, 2019 - Elsevier
Static robust optimization (RO) is a methodology to solve mathematical optimization
problems with uncertain data. The objective of static RO is to find solutions that are immune …

Recent advances in robust optimization: An overview

V Gabrel, C Murat, A Thiele - European journal of operational research, 2014 - Elsevier
This paper provides an overview of developments in robust optimization since 2007. It seeks
to give a representative picture of the research topics most explored in recent years …

Solving two-stage robust optimization problems using a column-and-constraint generation method

B Zeng, L Zhao - Operations Research Letters, 2013 - Elsevier
In this paper, we present a column-and-constraint generation algorithm to solve two-stage
robust optimization problems. Compared with existing Benders-style cutting plane methods …

A distributionally robust optimization model for unit commitment considering uncertain wind power generation

P Xiong, P Jirutitijaroen, C Singh - IEEE Transactions on Power …, 2016 - ieeexplore.ieee.org
This paper proposes a distributionally robust optimization model for solving unit commitment
(UC) problems considering volatile wind power generation. The uncertainty of wind power is …

Robust constrained operation of integrated electricity-natural gas system considering distributed natural gas storage

Y He, M Shahidehpour, Z Li, C Guo… - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
A robust security-constrained unit commitment (robust SCUC) model is proposed in this
paper to enhance the operational reliability of integrated electricity-natural gas system …

Robust unit commitment problem with demand response and wind energy

L Zhao, B Zeng - 2012 IEEE power and energy society general …, 2012 - ieeexplore.ieee.org
Currently, both demand response (DR) strategy and renewable energy have been adopted
to improve power generation efficiency and reduce greenhouse gas emission. However, the …

Exploring the modeling capacity of two-stage robust optimization: Variants of robust unit commitment model

Y An, B Zeng - IEEE transactions on Power Systems, 2014 - ieeexplore.ieee.org
To handle significant variability in loads, renewable energy generation, as well as various
contingencies,(two-stage) robust optimization method has been adopted to construct unit …

Reliable p-median facility location problem: two-stage robust models and algorithms

Y An, B Zeng, Y Zhang, L Zhao - Transportation Research Part B …, 2014 - Elsevier
In this paper, we propose a set of two-stage robust optimization models to design reliable p-
median facility location networks subject to disruptions. We analyze their structural …

[PDF][PDF] An exact algorithm for two-stage robust optimization with mixed integer recourse problems

L Zhao, B Zeng - 2012 - optimization-online.org
In this paper, we consider a linear two-stage robust optimization model with a mixed integer
recourse problem. Currently, this type of two-stage robust optimization model does not have …

Decentralized multiarea robust generation unit and tie-line scheduling under wind power uncertainty

Z Li, M Shahidehpour, W Wu, B Zeng… - IEEE Transactions …, 2015 - ieeexplore.ieee.org
The growing interconnections of regional power systems and the large-scale integration of
wind energy bring about the critical need to coordinate multiarea generation unit and tie-line …