A constraint generation scheme to probabilistic linear problems with an application to power system expansion planning

DOI10.1007/BF02085648zbMath0812.90103MaRDI QIDQ1339139

Celso Carneiro Ribeiro, Mário V. F. Pereira, Leontina M. V. Pinto, Cristina M. A. Leopoldino

Publication date: 1 December 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

reliabilityMonte Carlo simulationcutting planesBenders decompositiondecomposition approachstochastic integer programconstraint generation schemepeak capacity expansion planning of interconnected hydrothermal generating systemsprobabilistic mixed integer programmingstochastic network flow

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Stochastic programming (90C15) Reliability, availability, maintenance, inspection in operations research (90B25) Case-oriented studies in operations research (90B90)

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