Solving generation expansion planning problems with environmental constraints by a bundle method

DOI10.1007/S10287-012-0139-1zbMath1273.90258OpenAlexW2121227480MaRDI QIDQ373184

Mikhail V. Solodov, Claudia A. Sagastizábal

Publication date: 21 October 2013

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-012-0139-1

zbMATH Keywords

constrained optimizationbundle methodsnonsmooth convex optimizationgeneration expansion planning

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90)

Related Items (1)

A regularized simplex method

Uses Software

• PLCP
• SQPlab

Cites Work

• Unnamed Item
• Handling CVaR objectives and constraints in two-stage stochastic models
• A bundle-filter method for nonsmooth convex constrained optimization
• Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
• Convergence of some algorithms for convex minimization
• Bundle-type methods for inexact data
• A quasi-second-order proximal bundle algorithm
• New variants of bundle methods
• Methods of descent for nondifferentiable optimization
• Introducing environmental constraints in generation expansion problems
• A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter

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