LAPSE:2024.1528
Published Article
LAPSE:2024.1528
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, Chrysanthos E. Gounaris
August 15, 2024. Originally submitted on July 9, 2024
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 study on a library of over 8,500 small-scale instances, with variations in the nonlinearities, degree-of-freedom partitioning, uncertainty sets, and polynomial decision rule approximations. To demonstrate the utility of PyROS for large-scale process models, we present the results of a carbon capture case study. Overall, our results highlight the effectiveness of PyROS for obtaining robust solutions to optimization problems with uncertain equality constraints.
Suggested Citation
Sherman JAF, Isenberg NM, Siirola JD, Gounaris CE. Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering. (2024). LAPSE:2024.1528
Author Affiliations
Sherman JAF: Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA
Isenberg NM: Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA; Brookhaven National Laboratory, Upton, NY
Siirola JD: Sandia National Laboratories, Albuquerque, NM
Gounaris CE: Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, PA
Journal Name
Systems and Control Transactions
Volume
3
First Page
201
Last Page
207
Year
2024
Publication Date
2024-07-10
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DOI Assigned
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PII: 0201-0207-676318-SCT-3-2024, Publication Type: Journal Article
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LAPSE:2024.1528
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https://doi.org/10.69997/sct.142058
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