Decomposition methods for a spatial model for long-term energy pricing problem

DOI10.1007/S00186-017-0573-5MaRDI QIDQ522102zbMATH OpenOpenAlexFDO

Authors Philippe Mahey, Jonas Koko, Arnaud Lenoir

Publication date 13 April 2017

Published in Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00186-017-0573-5

zbMATH Keywords

operator splittingalternating direction method of multipliersdynamic programmingproduction planningproximal decomposition

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Dynamic programming (90C39) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Production models (90B30)

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Cites work

• scientific article; zbMATH DE number 3833218 (Why is no real title available?)
• scientific article; zbMATH DE number 45081 (Why is no real title available?)
• scientific article; zbMATH DE number 3894797 (Why is no real title available?)
• A survey of algorithms for convex multicommodity flow problems
• A survey on operator splitting and decomposition of convex programs
• An augmented Lagrangian method for \(\mathrm{TV}_g +L^1\)-norm minimization
• Application of the alternating direction method of multipliers to separable convex programming problems
• Applications of the method of partial inverses to convex programming: Decomposition
• Convex analysis and monotone operator theory in Hilbert spaces
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Multi-stage stochastic optimization applied to energy planning
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• Proximal Decomposition on the Graph of a Maximal Monotone Operator
• Proximal splitting methods in signal processing
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• Uzawa block relaxation method for the unilateral contact problem

Cited in

(2)

• Exact converging bounds for stochastic dual dynamic programming via Fenchel duality
• Master problem approximations in Dantzig-Wolfe decomposition of variational inequality problems with applications to two energy market models

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Uses Software

• UNLocBoX

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