A primal-dual subgradient method for time staged capacity expansion planning

DOI10.1016/0377-2217(86)90327-9zbMath0614.90030OpenAlexW1987427342MaRDI QIDQ1820669

Suvrajeet Sen, Diana S. Yakowitz

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1016/0377-2217(86)90327-9

zbMATH Keywords

capacity expansionlarge scale optimizationquadratic programsComputational resultsnondifferentiable convex programsprimal-dual subgradient

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Linear programming (90C05) Inventory, storage, reservoirs (90B05)

Cites Work

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• Solving an Electricity Generating Capacity Expansion Planning Problem by Generalized Benders' Decomposition
• Multiperiod capacity expansion and shipment planning with linear costs
• Validation of subgradient optimization
• Minimization of unsmooth functionals
• Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
• An iterative method, having linear rate of convergence, for solving a pair of dual linear programs

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