Results 11 to 20 of about 159,833 (300)
Oracle-based algorithms for binary two-stage robust optimization [PDF]
Computational Optimization and Applications, 2020 AbstractIn this work we study binary two-stage robust optimization problems with objective uncertainty. We present an algorithm to calculate efficiently lower bounds for the binary two-stage robust problem by solving alternately the underlying deterministic problem and an adversarial problem.
Nicolas Kämmerling, Jannis Kurtz
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Robust two-stage stochastic linear optimization with risk aversion [PDF]
European Journal of Operational Research, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ai-Fan Ling +3 more
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A Primal–Dual Lifting Scheme for Two-Stage Robust Optimization [PDF]
Operations Research, 2020 Summary: Two-stage robust optimization problems, in which decisions are taken both in anticipation of and in response to the observation of an unknown parameter vector from within an uncertainty set, are notoriously challenging. In this paper, we develop convergent hierarchies of primal (conservative) and dual (progressive) bounds for these problems ...
Angelos Georghiou +2 more
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Deep Learning for Two-Stage Robust Integer Optimization [PDF]
, 2023 Robust optimization is an established framework for modeling optimization problems with uncertain parameters. While static robust optimization is often criticized for being too conservative, two-stage (or adjustable) robust optimization (2RO) provides a less conservative alternative by allowing some decisions to be made after the uncertain parameters ...
Dumouchelle, Justin +3 more
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Evaluation of Wind Energy Accommodation Based on Two-Stage Robust Optimization
Elektronika ir Elektrotechnika, 2020 Large-scale renewable energy integration brings unprecedented challenges to electric power system planning and operation. The paper aims at economic dispatch and the safe operation of high penetration renewable energy power systems.
Kunpeng Tian +3 more
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IEEE Access, 2021 To explore the benefit of energy storage for countering high-level wind power fluctuations, a two-stage distributionally robust optimization model is proposed for wind farms and storage units (SUs) jointly operated power systems. First, the 1-norm and $\
Panpan Li +6 more
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Economic dispatch of generation load aggregators based on two-stage robust optimization
Frontiers in Energy Research, 2023 Introduction: In recent years, with the rapid development of renewable energy generation, the stability of the power grid has been greatly reduced. In response to this problem, integrating the user side transferable load into the power market has become ...
Haonan Zhang +4 more
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Two-stage robust optimization of thermal-ESS units scheduling under wind uncertainty
Energy Reports, 2022 The uncertainties of wind turbine (WT) output have large impacts on the optimal operation of integrated energy systems. This paper investigates the two-stage robust optimization (RO) of hybrid energy integration regarding wind volatility.
Jun Wang +3 more
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K-adaptability in two-stage mixed-integer robust optimization [PDF]
Mathematical Programming Computation, 2019 Abstract We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional problems that require a finite-dimensional approximation, and (ii) the presence of discrete recourse ...
Subramanyam, A +2 more
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Adaptive robust unit commitment with renewable integration: An extreme scenarios driven model
Energy Reports, 2023 As the penetration rate of renewable energy continues to increase, the uncertainty problem brought by it is becoming more and more serious. Robust optimization is widely used in the process of unit combination as a method of dealing with uncertainty ...
Wen Lu +5 more
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