Solving security-constrained transmission switching using column-and-constraint substitution

This paper proposes a new algorithm for two-stage robust optimization problems like security-constrained transmission switching called column-and-constraint substitution. Previous methods proposed to solve large-scale mixed-integer problems like column-and-constraint generation are exact algmithms but assess optimality using a gap that simultaneously measures constraint violation. This might yield solutions infeasible in the original monolithic formulation. We show that our exact method can solve large-scale problems competitively whilst guaranteeing feasible solutions.