Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem
type: Item
instance of: scholarly article
title: Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem
zbMATH Open document ID: 1394.90442
author: Gregory Steeger
author: Steffen Rebennack
published in: European Journal of Operational Research
publication date: 2018-05-24T00:00:00Z
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 90C57
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 90B35
zbMATH DE Number: 6872957
zbMATH Keywords: Lagrangian relaxation
zbMATH Keywords: mixed-integer linear programming
zbMATH Keywords: Benders decomposition
zbMATH Keywords: hydroelectric scheduling
zbMATH Keywords: strategic bidding problem
zbMATH Keywords: stochastic dual dynamic programming
MaRDI profile type: Publication
full work available at URL: j.ejor.2016.08.006
OpenAlex ID: W2516230096
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DOI: 10.1016/J.EJOR.2016.08.006
description: scientific article; zbMATH DE number 6872957