Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls

Operations Research ◽

10.1287/opre.2017.1698 ◽

2018 ◽

Vol 66 (3) ◽

pp. 849-869 ◽

Author(s):

Grani A. Hanasusanto ◽

Daniel Kuhn

Keyword(s):

Conic Programming ◽

Linear Programs ◽

Two Stage ◽

Distributionally Robust

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Second-Order Conic Programming Approach for Wasserstein Distributionally Robust Two-Stage Linear Programs

IEEE Transactions on Automation Science and Engineering ◽

10.1109/tase.2021.3056429 ◽

2021 ◽

pp. 1-13

Author(s):

Zhuolin Wang ◽

Keyou You ◽

Shiji Song ◽

Yuli Zhang

Keyword(s):

Second Order ◽

Conic Programming ◽

Programming Approach ◽

Linear Programs ◽

Two Stage ◽

Distributionally Robust

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Exact conic programming reformulations of two-stage adjustable robust linear programs with new quadratic decision rules

Optimization Letters ◽

10.1007/s11590-020-01595-y ◽

2020 ◽

Author(s):

D. Woolnough ◽

V. Jeyakumar ◽

G. Li

Keyword(s):

Decision Rules ◽

Conic Programming ◽

Linear Programs ◽

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Tractable reformulations of two-stage distributionally robust linear programs over the type-∞ Wasserstein ball

Operations Research Letters ◽

10.1016/j.orl.2020.06.003 ◽

2020 ◽

Vol 48 (4) ◽

pp. 513-523

Author(s):

Weijun Xie

Keyword(s):

Linear Programs ◽

Two Stage ◽

Distributionally Robust

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Solving Wasserstein Robust Two-stage Stochastic Linear Programs via Second-order Conic Programming

10.23919/ccc52363.2021.9549657 ◽

2021 ◽

Author(s):

Zhuolin Wang ◽

Keyou You ◽

Shiji Song ◽

Yuli Zhang

Keyword(s):

Second Order ◽

Conic Programming ◽

Linear Programs ◽

Two Stage ◽

Stochastic Linear Programs

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Scenario-based cuts for structured two-stage stochastic and distributionally robust p-order conic mixed integer programs

Journal of Global Optimization ◽

10.1007/s10898-020-00986-w ◽

2021 ◽

Author(s):

Manish Bansal ◽

Yingqiu Zhang

Keyword(s):

Mixed Integer ◽

Two Stage ◽

Integer Programs ◽

Mixed Integer Programs ◽

Distributionally Robust

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Two-stage distributionally robust coordinated scheduling for gas-electricity integrated energy system considering wind power uncertainty and reserve capacity configuration

Renewable Energy ◽

10.1016/j.renene.2018.11.094 ◽

2019 ◽

Vol 135 ◽

pp. 122-135 ◽

Author(s):

Yachao Zhang ◽

Jian Le ◽

Feng Zheng ◽

Yi Zhang ◽

Kaipei Liu

Keyword(s):

Energy System ◽

Reserve Capacity ◽

Two Stage ◽

Coordinated Scheduling ◽

Integrated Energy System ◽

Distributionally Robust

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Constrained Generalized Medians and Hypermedians as Deterministic Equivalents for Two-Stage Linear Programs under Uncertainty

Management Science ◽

10.1287/mnsc.12.1.83 ◽

1965 ◽

Vol 12 (1) ◽

pp. 83-112 ◽

Author(s):

A. Charnes ◽

W. W. Cooper ◽

G. L. Thompson

Keyword(s):

Linear Programs ◽

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A Two-Stage Distributionally Robust Coordinated Dispatch for Integrated Electricity and Natural-gas Energy Systems Considering Uncertainty of Wind Power

IOP Conference Series Materials Science and Engineering ◽

10.1088/1757-899x/366/1/012016 ◽

2018 ◽

Vol 366 ◽

pp. 012016 ◽

Author(s):

Xingquan Xiao ◽

Yue Shui ◽

Hongjun Gao ◽

Junyong Liu ◽

Qian Chen ◽

...

Keyword(s):

Natural Gas ◽

Energy Systems ◽

Two Stage ◽

Distributionally Robust

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A class of two-stage distributionally robust games

Journal of Industrial & Management Optimization ◽

10.3934/jimo.2018048 ◽

2019 ◽

Vol 15 (1) ◽

pp. 387-400 ◽

Author(s):

Bin Li ◽

◽

Jie Sun ◽

Honglei Xu ◽

Min Zhang ◽

...

Keyword(s):

Two Stage ◽

Distributionally Robust

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On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs

Proceedings of the 2011 Winter Simulation Conference (WSC) ◽

10.1109/wsc.2011.6148104 ◽

2011 ◽

Author(s):

Soumyadip Ghosh ◽

Raghu Pasupathy

Keyword(s):

Interior Point ◽

Approximation Methods ◽

Linear Programs ◽

Two Stage ◽

Stochastic Linear Programs

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