Regularized decomposition of large scale block-structured robust optimization problems
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Publication:1789623
DOI10.1007/s10287-017-0281-xzbMath1397.90303OpenAlexW2617881386MaRDI QIDQ1789623
Wim van Ackooij, Nicolas Lebbe, Jérôme Malick
Publication date: 10 October 2018
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-017-0281-x
robust optimizationbundle methodscutting-plane methodslarge scale block-structured problemsunit-commitment
Convex programming (90C25) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
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Large-scale unit commitment under uncertainty: an updated literature survey, On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
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