Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering
The document presents recent algorithmic and implementation advances of the two-stage robust optimization (RO) solver PyROS, and a benchmarking study which demonstrates the utility of PyROS for two-stage RO problems. The advances include extensions of the scope of PyROS to models with uncertain variable bounds, improvements to the initializations of the subproblems used by the underlying cutting set algorithm, and extensions of the uncertainty set interfaces. The benchmarking study is performed on a library of over 8,500 instances, with variations in the nonlinearities, degree-of-freedom partitioning, uncertainty sets, and polynomial decision rule approximations. An amine-based CO2 capture case study is presented to demonstrate the utility of PyROS for large-scale process models. Overall, the results highlight the effectiveness of PyROS for obtaining robust solutions to optimization problems with uncertain equality constraints.