Prices stabilization for inexact unit-commitment problems

DOI10.1007/s00186-013-0447-4zbMath1291.90300OpenAlexW2058314091MaRDI QIDQ2636928

Jérôme Malick, Sofia Zaourar

Publication date: 18 February 2014

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

Full work available at URL: https://doi.org/10.1007/s00186-013-0447-4

zbMATH Keywords

stabilizationpenalizationoptimal pricesunit-commitment problemstotal variation regularizationLagrangian dualityFenchel conjugationinexact bundle methodnoisy behaviour

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Approximation methods and heuristics in mathematical programming (90C59) Matching models (91B68)

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