water network

Ambiguity Updating Robust Architecture: Towards Time Consistency in Multi-period DRO

Categories Robust Optimization, Stochastic Programming Tags , ,

Multi-period distributionally robust optimization (DRO) is in general not time consistent. For a given multi-period DRO problem with generalized moments ambiguity, we propose an Ambiguity Updating Robust Architecture (AURA) that constructs the ambiguity set of all conditional distributions-to-go, given the realized uncertainty. We prove that AURA is time consistent, but is more conservative than the … Read more

Exploiting Partial Convexity of Pump Characteristics in Water Network Design

Categories Applications - Science and Engineering Tags , ,

The design of water networks consists of selecting pipe connections and pumps to ensure a given water demand to minimize investment and operating costs. Of particular importance is the modeling of variable speed pumps, which are usually represented by degree two and three polynomials approximating the characteristic diagrams. In total, this yields complex mixed-integer (non-convex) … Read more