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Optimal Scenario Reduction for One- and Two-Stage Robust Optimization
Robust optimization typically follows a worst-case perspective, where a single scenario may determine the objective value of a given solution. Accordingly, it is a challenging task to reduce the size of an uncertainty set without changing the resulting objective value too much. On the other hand, robust optimization problems with many scenarios tend to
Goerigk, Marc, Khosravi, Mohammad
openaire +2 more sources
Two-stage sample robust optimization
We investigate a simple approximation scheme, based on overlapping linear decision rules, for solving data-driven two-stage distributionally robust optimization problems with the type-$\infty$ Wasserstein ambiguity set. Our main result establishes that this approximation scheme is asymptotically optimal for two-stage stochastic linear optimization ...
Bertsimas, Dimitris +2 more
openaire +2 more sources
The security and economy of power system operation or planning are threatened by various uncertain factors, including the unpredictability of renewable energy, the variation of topology configurations, and significant load fluctuation.
Liqin Zheng +3 more
doaj +1 more source
Matching Drivers to Riders: A Two-stage Robust Approach [PDF]
Matching demand (riders) to supply (drivers) efficiently is a fundamental problem for ride-sharing platforms who need to match the riders (almost) as soon as the request arrives with only partial knowledge about future ride requests.
Housni, Omar El +3 more
core +2 more sources
Development of an experiment-based robust design paradigm for multiple quality characteristics using physical programming [PDF]
The well-known quality improvement methodology, robust design, is a powerful and cost-effective technique for building quality into the design of products and processes.
Antony, Jiju +2 more
core +1 more source
Two Stage Optimization for Aerocapture Guidance [PDF]
This paper proposes a two-stage optimization approach for aerocapture guidance. In classical entry guidance systems, deterministic optimization is used. Large-scale and short-scale density perturbations may strongly affect the performance of the guidance
Brandon-Jones, A. (author) +7 more
core +1 more source
Sustainable development is an everlasting theme and lasting strategy in today’s era. Low-carbon economy is an inevitable approach to the implementation of sustainable development.
Deqiang Qu, Zhong Wu
doaj +1 more source
On the Power of Affine Policies in Two-Stage Adjustable Robust Optimization [PDF]
Affine policies are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad, the empirical performance ...
Goyal, Vineet
core
ABSTRACT Background Chronic micro‐inflammation in patients with end‐stage renal disease (ESRD) is a significant driver of cardiovascular complications and diminished quality of life. While standard hemodialysis (SHD) effectively manages small‐molecule clearance, its ability to remove medium‐to‐large uremic toxins—the primary catalysts of systemic ...
Hongwei Zuo +5 more
wiley +1 more source
Hydrogen energy, as a vital supplement to renewable energy, contributes significantly to the system's energy storage benefits. In this work, we build and optimize a hydrogen energy microgrid for the plateau tourist city of Lijiang, taking into account ...
Ran Xu +7 more
doaj +1 more source

