Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
DOI10.1007/S00186-014-0478-5zbMATH Open1306.93079OpenAlexW2133903253MaRDI QIDQ486936FDOQ486936
Authors: Wim van Ackooij 
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
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operations researchstochastic programmingdecomposition methodschance constraint programminghydro-thermal unit commitment
Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Sensitivity (robustness) (93B35) Decomposition methods (49M27) Production models (90B30) Optimal stochastic control (93E20) Stochastic scheduling theory in operations research (90B36)
Cites Work
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Cited In (15)
- Level bundle methods for constrained convex optimization with various oracles
- Large-scale unit commitment under uncertainty: an updated literature survey
- Regularized decomposition of large scale block-structured robust optimization problems
- Nonlinear chance-constrained problems with applications to hydro scheduling
- Convexity and optimization with copulæ structured probabilistic constraints
- (Sub-)differentiability of probability functions with elliptical distributions
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- A strongly convergent proximal bundle method for convex minimization in Hilbert spaces
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley
- Second-order differentiability of probability functions
- Large-scale unit commitment under uncertainty
- On supply and network investment in power systems
- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
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