En el libro Encyclopedia of Electrical and Electronic Power Engineering. Vol. 1. Electrical Engineering Technologies Mathematics for Electrical Engineering
Elsevier B.V., Ámsterdam, Países Bajos
Resumen:
This article describes robust optimization, which involves modeling uncertain parameters within a pre-specified uncertainty set and allows identifying the worst-case uncertainty realization. An overview of basic concepts of robust optimization is provided, describing how uncertainty is characterized within a robust optimization framework, formulating a robust optimization problem without and with recourse, and describing the column-and-constraint generation algorithm that is applied to solve two-stage adjustable robust optimization problems with continuous recourse variables. A practical example in the field of power systems is presented, clarifying the theoretical concepts described.
Palabras clave: Uncertainty; Robust optimization; Ellipsoidal uncertainty set; Polyhedral uncertainty set; Column-and-constraint generation algorithm; Adjustable robust optimization
Editores: García, J.
ISBN: 978-0-12-821204-2
DOI: 
https://doi.org/10.1016/B978-0-12-821204-2.00089-1
Publicado: 2022
Cita:
R. Garcia-Bertrand, L. Baringo, A. García-Cerezo, Uncertainty modeling in electrical power engineering: robust optimization, en Encyclopedia of Electrical and Electronic Power Engineering. Vol. 1. Electrical Engineering Technologies Mathematics for Electrical Engineering. Editores García, J.. Ed. Elsevier B.V.. Ámsterdam, Países Bajos, 2022.
