Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering

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.