Cutting planes for the multistage stochastic unit commitment problem

DOI10.1007/s10107-015-0971-5zbMath1346.90641OpenAlexW2340357659MaRDI QIDQ291049

Ruiwei Jiang, Jean-Paul Watson, Yongpei Guan

Publication date: 6 June 2016

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1062274

zbMATH Keywords

stochastic programmingcutting planessecurity-constrained unit commitmentsequence independent lifting

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Integer programming (90C10) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

Related Items (4)

Frameworks and results in distributionally robust optimization ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ A finite \(\epsilon\)-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables ⋮ A Multistage Stochastic Programming Approach to the Optimal Surveillance and Control of the Emerald Ash Borer in Cities

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