On the Solution of Large-Scale Robust Transmission Network Expansion Planning under Uncertain Demand and Generation Capacity Articles uri icon

publication date

  • January 2018

start page

  • 1242

end page

  • 1251


  • 2


  • 33

International Standard Serial Number (ISSN)

  • 0885-8950

Electronic International Standard Serial Number (EISSN)

  • 1558-0679


  • Two-stage robust optimization has emerged as a relevant approach to deal with uncertain demand and generation capacity in the transmission network expansion planning problem. Unfortunately, the solution of practical large-scale instances remains a challenge. In order to address this issue, this paper presents an alternative column-and-constraint generation algorithm wherein the max-min problem associated with the second stage is solved by a block coordinate descent method. As a major salient feature, the proposed approach does not rely on the transformation of the second-stage problem to a single-level equivalent. As a consequence, bilinear terms involving dual variables or Lagrange multipliers do not arise, thereby precluding the use of computationally expensive big-M-based linearization schemes. Thus, not only is the computational effort reduced, but also the typically overlooked case-dependent, nontrivial, and time-consuming tuning of bounding parameters for dual variables or Lagrange multipliers is avoided. The practical applicability of the proposed methodology is confirmed by numerical testing on several benchmarks including a case based on the Polish 2383-bus system, which is well beyond the capability of the robust methods available in the literature.


  • Statistics


  • block coordinate descent method; column-and-constraint generation algorithm; transmission network expansion planning; two-stage robust optimization; uncertainty