85 citations · 144 across the 16 of their papers we have counts for
18 papers
Soft Separation for Adaptive Robust Optimization
Qingyuan Xu, Ruiwei Jiang
We propose an algorithmic framework for solving adaptive robust optimization with provable guarantees on both tractability and solution accuracy. The framework introduces soft sepa…
Generalized Dual Decomposition
Pengyu Zhang, Ruiwei Jiang
We study two-stage stochastic optimization models with mixed-integer decision variables appearing in both stages. For these models, dual decomposition enables parallel computing im…
Distribution System Operation Amidst Wildfire-Prone Climate Conditions Under Decision-Dependent Line Availability Uncertainty
Alexandre Moreira, Felipe Pianco, Bruno Fanzeres +4
Wildfires can severely damage electricity grids leading to long periods of power interruption. Climate change will exacerbate this threat by increasing the frequency of dry climate…
Facility Location with Congestion and Priority in Drone-Based Emergency Delivery
Xin Wang, Ruiwei Jiang, Mingyao Qi
Thanks to their fast delivery, reduced traffic restrictions, and low manpower need, drones have been increasingly deployed to deliver time-critical materials, such as medication, b…
Wasserstein Two-Sided Chance Constraints with An Application to Optimal Power Flow
Haoming Shen, Ruiwei Jiang
As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. A…
Convex Chance-Constrained Programs with Wasserstein Ambiguity
Haoming Shen, Ruiwei Jiang
Chance constraints yield non-convex feasible regions in general. In particular, when the uncertain parameters are modeled by a Wasserstein ball, arXiv:1806.07418 and arXiv:1809.002…
Sequential Competitive Facility Location: Exact and Approximate Algorithms
Mingyao Qi, Ruiwei Jiang, Siqian Shen
We study a competitive facility location problem (CFLP), where two firms sequentially open new facilities within their budgets, in order to maximize their market shares of demand t…
Chance-Constrained Optimization under Limited Distributional Information: A Review of Reformulations Based on Sampling and Distributional Robustness
Simge Küçükyavuz, Ruiwei Jiang
Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey,…
Chance-Constrained Set Covering with Wasserstein Ambiguity
Haoming Shen, Ruiwei Jiang
We study a generalized distributionally robust chance-constrained set covering problem (DRC) with a Wasserstein ambiguity set, where both decisions and uncertainty are binary-value…
Nurse Staffing under Absenteeism: A Distributionally Robust Optimization Approach
Minseok Ryu, Ruiwei Jiang
We study the nurse staffing problem under random nurse demand and absenteeism. While the demand uncertainty is exogenous (stemming from the random patient census), the absenteeism…
Data-Driven Distributionally Robust Appointment Scheduling over Wasserstein Balls
Ruiwei Jiang, Minseok Ryu, Guanglin Xu
We study a single-server appointment scheduling problem with a fixed sequence of appointments, for which we must determine the arrival time for each appointment. We specifically ex…
Distributionally Robust Partially Observable Markov Decision Process with Moment-based Ambiguity
Hideaki Nakao, Ruiwei Jiang, Siqian Shen
We consider a distributionally robust Partially Observable Markov Decision Process (DR-POMDP), where the distribution of the transition-observation probabilities is unknown at the…
The Value of Including Unimodality Information in Distributionally Robust Optimal Power Flow
Bowen Li, Ruiwei Jiang, Johanna L. Mathieu
To manage renewable generation and load consumption uncertainty, chance-constrained optimal power flow (OPF) formulations and various solution methodologies have been proposed. How…
Distributionally Robust Chance Constrained Optimal Power Flow Assuming Unimodal Distributions with Misspecified Modes
Bowen Li, Ruiwei Jiang, Johanna L. Mathieu
Chance constrained optimal power flow (CC-OPF) formulations have been proposed to minimize operational costs while controlling the risk arising from uncertainties like renewable ge…
Distributionally Robust Distribution Network Configuration Under Random Contingency
Sadra Babaei, Ruiwei Jiang, Chaoyue Zhao
Topology design is a critical task for the reliability, economic operation, and resilience of distribution systems. This paper proposes a distributionally robust optimization (DRO)…
Distributionally Robust Co-Optimization of Power Dispatch and Do-Not-Exceed Limits
Hongyan Ma, Ruiwei Jiang, Zheng Yan
To address the challenge of the renewable energy uncertainty, the ISO New England (ISO-NE) has proposed to apply do-not-exceed (DNE) limits, which represent the maximum nodal injec…
Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
Yiling Zhang, Ruiwei Jiang, Siqian Shen
We consider chance-constrained binary programs, where each row of the inequalities that involve uncertainty needs to be satisfied probabilistically. Only the information of the mea…
Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance
Byung-Geun Choi, Napat Rujeerapaiboon, Ruiwei Jiang
Growth-optimal portfolios are guaranteed to accumulate higher wealth than any other investment strategy in the long run. However, they tend to be risky in the short term. For seria…