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
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.
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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
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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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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