Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering
Jason A. F. Sherman,
Natalie M. Isenberg,
John D. Siirola
et al.
Abstract:In this work, we present recent algorithmic and implementation advances of the nonconvex two-stage robust optimization solver PyROS. Our advances include extensions of the scope of PyROS to models with uncertain variable bounds, improvements to the formulations and/or initializations of the various subproblems used by the underlying cutting set algorithm, and extensions to the pre-implemented uncertainty set interfaces. The effectiveness of PyROS is demonstrated through the results of an original benchmarking … Show more
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