An enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling

DOI10.1007/BF02187647zbMath0854.90111MaRDI QIDQ1918429

David P. Morton

Publication date: 22 January 1997

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

zbMATH Keywords

hydroelectric schedulingdecomposition-based algorithmsmultistage stochastic linear programsBenders decomposition algorithm

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Deterministic scheduling theory in operations research (90B35)

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Uses Software

• MSLiP

Cites Work

• MSLiP: A computer code for the multistage stochastic linear programming problem
• A multicut algorithm for two-stage stochastic linear programs
• SOCRATES: A system for scheduling hydroelectric generation under uncertainty
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
• A regularized decomposition method for minimizing a sum of polyhedral functions
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Computation in Discrete Stochastic Programs with Recourse
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