An extended formulation for two-stage stochastic unit commitment with reserves

DOI10.1016/J.ORL.2022.01.019MaRDI QIDQ2157884zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 22 July 2022

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2022.01.019

zbMATH Keywords

convex hullextended formulationtwo-stage stochastic programmingunit commitment

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• A decomposition approach to the two-stage stochastic unit commitment problem
• An algorithm for the construction of convex hulls in simple integer recourse programming
• L-shaped decomposition of two-stage stochastic programs with integer recourse
• Lagrange Multipliers and Nonconvex Programs
• Perspective cuts for a class of convex 0-1 mixed integer programs
• The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
• The integer \(L\)-shaped method for stochastic integer programs with complete recourse

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