Decomposition algorithm for large-scale two-stage unit-commitment
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Publication:271986
DOI10.1007/s10479-015-2029-8zbMath1342.49046OpenAlexW1834552176MaRDI QIDQ271986
Wim van Ackooij, Jérôme Malick
Publication date: 20 April 2016
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-2029-8
nonsmooth optimizationconvex dualityprice decompositionbundle methodsdecomposition algorithmstochastic unit-commitmenttwo-stage integer programming
Numerical mathematical programming methods (65K05) Integer programming (90C10) Nonlinear programming (90C30) Stochastic programming (90C15) Numerical methods based on nonlinear programming (49M37) Decomposition methods (49M27)
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Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support, Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS, A comparison of four approaches from stochastic programming for large-scale unit-commitment, On conditional cuts for stochastic dual dynamic programming, Incremental Bundle Methods using Upper Models, Asynchronous level bundle methods, Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse, Large-scale unit commitment under uncertainty: an updated literature survey, Fix-and-optimize procedures for solving the long-term unit commitment problem with pumped storages, Asynchronous Lagrangian scenario decomposition, Multiplier stabilization applied to two-stage stochastic programs, Regularized decomposition of large scale block-structured robust optimization problems, Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector, Large-scale unit commitment under uncertainty
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