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Large-scale unit commitment under uncertainty (Q2351161)

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Language	Label	Description	Also known as
English	Large-scale unit commitment under uncertainty	scientific article

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scholarly article

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Large-scale unit commitment under uncertainty (English)

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zbMATH Open document ID

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10.1007/s10288-014-0279-y

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Wim van Ackooij

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Antonio Frangioni

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Fabrizio Lacalandra

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publication date

23 June 2015

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

unit commitment

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uncertainty

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large-scale optimization

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survey

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10288-014-0279-y

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Robust mid-term power generation management

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Optimal Offer Construction in Electricity Markets

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Two ``well-known'' properties of subgradient optimization

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Nested Benders decomposition and dynamic programming for reservoir optimisation

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Piecewise-quadratic Approximations in Convex Numerical Optimization

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Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality

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New variants of bundle methods

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Bundle methods in stochastic optimal power management: A disaggregated approach using preconditioners

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The volume algorithm revisited: relation with bundle methods

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A lift-and-project cutting plane algorithm for mixed 0-1 programs

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Tractable stochastic analysis in high dimensions via robust optimization

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The volume algorithm: Producing primal solutions with a subgradient method

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Short-Term Scheduling of Thermal-Electric Generators Using Lagrangian Relaxation

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Bundle relaxation and primal recovery in unit commitment problems. The Brazilian case

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Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches

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Robust Convex Optimization

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Robust solutions of uncertain linear programs

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Robust solutions of linear programming problems contaminated with uncertain data

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On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities

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Adjustable robust solutions of uncertain linear programs

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A two-stage stochastic programming model for electric energy producers

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Theory and Applications of Robust Optimization

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A multicut algorithm for two-stage stochastic linear programs

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Introduction to Stochastic Programming

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Numerical optimization. Theoretical and practical aspects. Transl. from the French

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A Sample Approximation Approach for Optimization with Probabilistic Constraints

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Convergence Analysis of Deflected Conditional Approximate Subgradient Methods

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Comparison of bundle and classical column generation

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Uncertain convex programs: randomized solutions and confidence levels

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A Robust Optimization Perspective on Stochastic Programming

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Linear programming with interval coefficients

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Auxiliary problem principle and decomposition of optimization problems

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Lagrangean decomposition: A model yielding stronger lagrangean bounds

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A new optimal electricity market bid model solved through perspective cuts

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Piecewise linear approximation of functions of two variables in MILP models

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On a primal-proximal heuristic in discrete optimization

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Decomposition Principle for Linear Programs

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The Linear Programming Approach to Approximate Dynamic Programming

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Level bundle methods for oracles with on-demand accuracy

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Inexact Bundle Methods for Two-Stage Stochastic Programming

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Convex proximal bundle methods in depth: a unified analysis for inexact oracles

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Lectures on Stochastic Programming

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A primal-proximal heuristic applied to the French unit-commitment problem

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Scenario reduction in stochastic programming

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Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management

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Robust Solutions to Least-Squares Problems with Uncertain Data

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Robust Solutions to Uncertain Semidefinite Programs

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Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems

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Light Robustness

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Optimal Solution of Scheduling Problems Using Lagrange Multipliers: Part I

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Short-term hydropower production planning by stochastic programming

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Algorithms for Finding Optimal Flows in Dynamic Networks

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Generalized Bundle Methods

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About Lagrangian methods in integer optimization

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Perspective cuts for a class of convex 0-1 mixed integer programs

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Solving Nonlinear Single-Unit Commitment Problems with Ramping Constraints

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Complementarity modeling in energy markets

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Lagrangean relaxation. (With comments and rejoinder).

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Robust production management

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Scenario reduction algorithms in stochastic programming

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Scenario tree reduction for multistage stochastic programs

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Scenario Tree Generation for Multi-stage Stochastic Programs

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Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints

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A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution

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Discrepancy distances and scenario reduction in two-stage stochastic mixed-integer programming

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Scenario reduction in stochastic programming with respect to discrepancy distances

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Convex quadratic relaxations for mixed-integer nonlinear programs in power systems

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Recent Developments in Optimal Power Flow Modeling Techniques

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A modification of Benders' decomposition algorithm for discrete subproblems: An approach for stochastic programs with integer recourse

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Stochastic linear programming. Models, theory, and computation

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The Cutting-Plane Method for Solving Convex Programs

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Reliable Decentralized Supervisors for Discrete‐Event Systems Under Communication Delays: Existence and Verification

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The integer \(L\)-shaped method for stochastic integer programs with complete recourse

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State-of-the-Art of Electricity Price Forecasting in a Grid Environment

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Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

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A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support

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Non-convex power plant modelling in energy optimisation

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Two-stage robust optimization, state-space representable uncertainty and applications

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An Application of Lagrangian Relaxation to Scheduling in Power-Generation Systems

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Large Scale Integration of Wind Power Generation

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Short-term Forecasting in Power Systems: A Guided Tour

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A hybrid neural network and simulated annealing approach to the unit commitment problem

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Convex Approximations of Chance Constrained Programs

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Primal-dual subgradient methods for convex problems

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A decomposition approach to the two-stage stochastic unit commitment problem

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Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty

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A two-stage planning model for power scheduling in a hydro-thermal system under uncertainty

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Multiarea Stochastic Unit Commitment for High Wind Penetration in a Transmission Constrained Network

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Unit commitment in electricity pool markets

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An oligopolistic investment model of the Finnish electricity market

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A Unified Convergence Analysis of Block Successive Minimization Methods for Nonsmooth Optimization

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Co-Optimization of Energy and Ancillary Service Markets

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Scenarios and Policy Aggregation in Optimization Under Uncertainty

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Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch

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Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning

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On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization

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Decomposition methods in stochastic programming

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Divide to conquer: decomposition methods for energy optimization

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Numerical solution technique for joint chance-constrained programming problem —An application to electric power capacity expansion

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Stochastic unit commitment problem

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Optimal capacity allocation in multi-auction electricity markets under uncertainty

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Adaptive multicut aggregation for two-stage stochastic linear programs with recourse

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Convergence of a block coordinate descent method for nondifferentiable minimization

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Solving the unit commitment problem by a unit decommitment method

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Optimal scheduling of thermal generating units

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Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment

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Decomposition algorithm for large-scale two-stage unit-commitment

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On probabilistic constraints induced by rectangular sets and multivariate normal distributions

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Joint chance constrained programming for hydro reservoir management

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<i>L</i>-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

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Oligopoly models for market price of electricity under demand uncertainty and unit reliability

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Prices stabilization for inexact unit-commitment problems

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Optimizing financial and physical assets with chance-constrained programming in the electrical industry

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