Related papers: Multi-Stage Robust Transmission Constrained Unit C…
Wind generation is traditionally treated as a non-dispatchable resource and is fully absorbed unless there are security issues. To tackle the operational reliability issues caused by the volatile and non-dispatchable wind generation, many…
This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…
Dispatchability of renewable energy sources and inflexible loads can be achieved using a volatility-compensating energy storage. However, as the future power outputs of the inflexible devices are uncertain, the computation of a dispatch…
We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facility in the first stage to satisfy an uncertain second-stage…
We propose a new inexact column-and-constraint generation (i-C&CG) method to solve two-stage robust optimization problems. The method allows solutions to the master problems to be inexact, which is desirable when solving large-scale and/or…
Multi-stage decision-making under uncertainty, where decisions are taken under sequentially revealing uncertain problem parameters, is often essential to faithfully model managerial problems. Given the significant computational challenges…
Mobile edge computing (MEC) has been regarded as a promising approach to deal with explosive computation requirements by enabling cloud computing capabilities at the edge of networks. Existing models of MEC impose some strong assumptions on…
An essential facet of achieving climate neutrality by 2045 is the decarbonization of municipal energy systems. To accomplish this, it is necessary to establish implementation concepts that detail the timing, location, and specific measures…
We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchronous versions of the L-shaped method and a trust-region…
The robust truss topology optimization against the uncertain static external load can be formulated as mixed-integer semidefinite programming. Although a global optimal solution can be computed with a branch-and-bound method, it is very…
Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…
As uncertainty considerations become increasingly important aspects of concurrent plant and control optimization, it is imperative to identify and compare the impact of uncertain control co-design (UCCD) formulations on their associated…
The increase in renewable energy sources (RESs), like wind or solar power, results in growing uncertainty also in transmission grids. This affects grid stability through fluctuating energy supply and an increased probability of overloaded…
We study decision rule approximations for generic multi-stage robust linear optimization problems. We consider linear decision rules for the case when the objective coefficients, the recourse matrices, and the right-hand sides are…
This paper presents an end-to-end framework for calibrating wind power forecast models to minimize operational costs in two-stage power markets, where the first stage involves a distributionally robust optimal power flow (DR-OPF) model.…
This paper adopts a two-stage sample robust optimization (SRO) model to address the wind power penetrated unit commitment optimal energy flow (UC-OEF) problem for IEGSs. The two-stage SRO model can be approximately transformed into a…
With the increasing penetration of renewable energy, frequency response and its security are of significant concerns for reliable power system operations. Frequency-constrained unit commitment (FCUC) is proposed to address this challenge.…
Cooperating interconnected microgrids with the Distribution System Operation (DSO) can lead to an improvement in terms of operation and reliability. This paper investigates the optimal operation and scheduling of interconnected microgrids…
Decision rules offer a rich and tractable framework for solving certain classes of multistage adaptive optimization problems. Recent literature has shown the promise of using linear and nonlinear decision rules in which wait-and-see…
We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty…