A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems

DOI10.1016/J.EJOR.2017.02.005zbMath1403.90528OpenAlexW2587215006MaRDI QIDQ1753575

Andreas Grothey, K. I. M. McKinnon, Tim P. Schulze

Publication date: 29 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: http://www.optimization-online.org/DB_HTML/2015/07/4988.html

zbMATH Keywords

stochastic programmingheuristicsLagrangian relaxationDantzig-Wolfe decompositionmixed-integer column generation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items (5)

Robust multi-stage economic dispatch with renewable generation and storage ⋮ A polynomial-time algorithm with tight error bounds for single-period unit commitment problem ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ A primal-dual integrated nonlinear rescaling approach applied to the optimal reactive dispatch problem ⋮ Asynchronous Lagrangian scenario decomposition

Uses Software

• AMPL
• CPLEX

Cites Work

• Unnamed Item
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