A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems

DOI10.1016/j.ejor.2017.02.005zbMath1403.90528OpenAlexW2587215006MaRDI QIDQ1753575

Andreas Grothey, K. I. M. McKinnon, Tim P. Schulze

Publication date: 29 May 2018

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

Full work available at URL: http://www.optimization-online.org/DB_HTML/2015/07/4988.html

zbMATH Keywords

stochastic programmingheuristicsLagrangian relaxationDantzig-Wolfe decompositionmixed-integer column generation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items (5)

Robust multi-stage economic dispatch with renewable generation and storage ⋮ A polynomial-time algorithm with tight error bounds for single-period unit commitment problem ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem ⋮ Asynchronous Lagrangian scenario decomposition

Uses Software

• AMPL
• CPLEX

Cites Work

• Unnamed Item
• Obtaining lower bounds from the progressive hedging algorithm for stochastic mixed-integer programs
• Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems
• Divide to conquer: decomposition methods for energy optimization
• Stochastic integer programming: general models and algorithms
• L-shaped decomposition of two-stage stochastic programs with integer recourse
• A new cross decomposition method for stochastic mixed-integer linear programming
• Parallel distributed-memory simplex for large-scale stochastic LP problems
• A decomposition approach to the two-stage stochastic unit commitment problem
• Comparison of bundle and classical column generation
• A generic view of Dantzig--Wolfe decomposition in mixed integer programming
• A Lagrangian decomposition approach for the pump scheduling problem in water networks
• Multiarea Stochastic Unit Commitment for High Wind Penetration in a Transmission Constrained Network
• A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Stochastic unit commitment problem
• Selected Topics in Column Generation
• Implementing Mixed Integer Column Generation
• Stochastic scenario decomposition for multistage stochastic programs
• Stochastic Lagrangian relaxation applied to power scheduling in a hydro-thermal system under uncertainty

This page was built for publication: A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems