Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
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Publication:263206
DOI10.1007/S10107-015-0884-3zbMATH Open1342.90116OpenAlexW2067259170MaRDI QIDQ263206FDOQ263206
Authors: Steffen Rebennack 
Publication date: 4 April 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0884-3
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samplingelectricity demandhydro-thermal power systeminflow uncertaintynested Benders decompositionscenario treestochastic dual dynamic programming
Linear programming (90C05) Applications of mathematical programming (90C90) Dynamic programming (90C39) Stochastic programming (90C15)
Cites Work
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Cited In (30)
- Non-convex nested Benders decomposition
- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- Stochastic dual dynamic programming with stagewise-dependent objective uncertainty
- Duality and sensitivity analysis of multistage linear stochastic programs
- Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme
- A new separable piecewise linear learning algorithm for the stochastic empty container repositioning problem
- High-Performance Prototyping of Decomposition Methods in GAMS
- A new convergent hybrid learning algorithm for two-stage stochastic programs
- Accelerating techniques on nested decomposition
- A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract
- A nested benders decomposition-based algorithm to solve the three-stage stochastic optimisation problem modeling population-based breast cancer screening
- Piecewise Linear Function Fitting via Mixed-Integer Linear Programming
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- Optimal power flow in distribution networks under \(N- 1\) disruptions: a multistage stochastic programming approach
- A time-consistent Benders decomposition method for multistage distributionally robust stochastic optimization with a scenario tree structure
- On conditional cuts for stochastic dual dynamic programming
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
- Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem
- Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling
- Computing tight bounds via piecewise linear functions through the example of circle cutting problems
- Modelling of hydrothermal unit commitment coordination using efficient metaheuristic algorithm: a hybridized approach
- Two‐stage stochastic minimum s − t cut problems: Formulations, complexity and decomposition algorithms
- Data-driven mixed-integer linear programming-based optimisation for efficient failure detection in large-scale distributed systems
- Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse
- Benders decomposition for multi-stage stochastic mixed complementarity problems -- applied to a global natural gas market model
- The policy graph decomposition of multistage stochastic programming problems
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
- Online spatio-temporal matching in stochastic and dynamic domains
- Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization
- Efficient solution methods for a general \(r\)-interdiction median problem with fortification
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