Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem

DOI10.1016/j.ejor.2016.08.006zbMath1394.90442OpenAlexW2516230096MaRDI QIDQ1752849

Gregory Steeger, Steffen Rebennack

Publication date: 24 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.08.006

zbMATH Keywords

Lagrangian relaxationBenders decompositionmixed-integer linear programmingstochastic dual dynamic programminghydroelectric schedulingstrategic bidding problem

Mathematics Subject Classification ID

Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Deterministic scheduling theory in operations research (90B35) Dynamic programming (90C39) Auctions, bargaining, bidding and selling, and other market models (91B26)

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