Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
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Publication:486936
DOI10.1007/s00186-014-0478-5zbMath1306.93079OpenAlexW2133903253MaRDI QIDQ486936
Publication date: 19 January 2015
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-014-0478-5
stochastic programmingdecomposition methodsoperations researchchance constraint programminghydro-thermal unit commitment
Sensitivity (robustness) (93B35) Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Production models (90B30) Stochastic scheduling theory in operations research (90B36) Optimal stochastic control (93E20) Decomposition methods (49M27)
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Second-order differentiability of probability functions ⋮ A comparison of four approaches from stochastic programming for large-scale unit-commitment ⋮ Level bundle methods for constrained convex optimization with various oracles ⋮ A solution algorithm for chance-constrained problems with integer second-stage recourse decisions ⋮ (Sub-)differentiability of probability functions with elliptical distributions ⋮ Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies ⋮ Large-scale unit commitment under uncertainty: an updated literature survey ⋮ Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs ⋮ A strongly convergent proximal bundle method for convex minimization in Hilbert spaces ⋮ Regularized decomposition of large scale block-structured robust optimization problems ⋮ Convexity and optimization with copulæ structured probabilistic constraints ⋮ Large-scale unit commitment under uncertainty ⋮ Nonlinear chance-constrained problems with applications to hydro scheduling
Uses Software
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