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

By Bo Zeng, Long Zhao. Operations Research Letters, 2013

1,716 citations recorded by the source corpus.

Subfields: Civil and Structural Engineering, Control and Systems Engineering, Industrial and Manufacturing Engineering

View Paper: https://www.semanticscholar.org/paper/0f99ebf5825f5a7c9dbc74c894eb3b4714ccfb3b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Civil and Structural Engineering

1. Shunbo Lei
2. Yunhe Hou
3. Aldis Jakubovskis
4. David Simchi-Levi
5. ShengWei Mei
6. Feng Liu
7. Zuyi Li
8. Andy X. Sun

In Control and Systems Engineering

1. Zhaoyu Wang
2. Bokan Chen
3. Jianhui Wang
4. Yunhe Hou
5. Shunbo Lei
6. Aldis Jakubovskis
7. David Simchi-Levi
8. ShengWei Mei

In Industrial and Manufacturing Engineering

1. Aldis Jakubovskis
2. David Simchi-Levi
3. ShengWei Mei
4. Feng Liu
5. Zuyi Li
6. Andy X. Sun
7. Yehua Dennis Wei
8. Shunbo Lei

Citations in the corpus

• Robust Optimization-Based Resilient Distribution Network Planning Against Natural Disasters (2016, neutral): “exact solution [32].”
• MIP Reformulation for Max-Min Problems in Two-Stage Robust SCUC (2017, methodology): “If KKT conditions are adopted [15], [16], a mathematical program with equilibrium constraints (MPEC) can be established.”
• Increasing Supply Chain Robustness through Process Flexibility and Inventory (2018, methodology): “Computational methods for solving general two-stage robust linear programs include, for example, Thiele et al. (2010), who proposed a cutting-plane method, and Zeng and Zhao (2013), who proposed a column-and-constraint generation algorithm.”
• Distributionally Robust Co-Optimization of Energy and Reserve Dispatch (2016, methodology): “Algorithm 3 terminates in O(|vert(W )|) iterations [42] where |vert(W )| denotes the number of extreme points of W ,”
• Risk-Based Admissibility Assessment of Wind Generation Integrated into a Bulk Power System (2015, methodology): “Based on this, the column-and-constraint generation (C&CG) algorithm presented in [17] can be modified to solve the admissibility problem efficiently.”
• Routing and Scheduling of Mobile Power Sources for Distribution System Resilience Enhancement (2019, methodology): “We use the C&CG algorithm to solve it [48].”
• Robust Optimization for Transmission Expansion Planning: Minimax Cost vs. Minimax Regret (2014, methodology): “Similar algorithms are proposed in [15] and [22].”
• Strategic facility location, capacity acquisition, and technology choice decisions under demand uncertainty: Robust vs. non-robust optimization approaches (2017, methodology): “The total experiment, therefore, consists of solving 5,500 (5 × 100 × 11) individual robust min-max problems using an algorithm adapted from Zeng and Zhao (2013). In addition, we solve an equal number of non-robust problems, described in Section 4.”
• Adaptive Robust Optimization With Dynamic Uncertainty Sets for Multi-Period Economic Dispatch Under Significant Wind (2014, methodology): “Previous work has dealt with this problem using outer-approximation techniques [4] and exact methods based on mixed-integer programming (MIP) reformulations [12], [36], [40].”