Bundle methods in stochastic optimal power management: A disaggregated approach using preconditioners
From MaRDI portal
Publication:5948402
DOI10.1023/A:1011202900805zbMath0990.90085OpenAlexW1507045955MaRDI QIDQ5948402
A. Renaud, Claude Lemaréchal, Claudia A. Sagastizábal, Léonard Bacaud
Publication date: 11 August 2002
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011202900805
optimizationstochastic optimizationLagrangian relaxationpreconditioningbundle methodsunit-commitment problems
Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Nonsmooth analysis (49J52) Stochastic programming (90C15)
Related Items
Decomposition algorithm for large-scale two-stage unit-commitment, Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches, Prices stabilization for inexact unit-commitment problems, Globally convergent limited memory bundle method for large-scale nonsmooth optimization, The proximal Chebychev center cutting plane algorithm for convex additive functions, A stabilized structured Dantzig-Wolfe decomposition method, Robust production management, A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information, A study of auction mechanisms for multilateral procurement based on subgradient and bundle methods, On the computational efficiency of subgradient methods: a case study with Lagrangian bounds, Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems, Incremental Bundle Methods using Upper Models, Asynchronous level bundle methods, Solving the short-term scheduling problem of hydrothermal systems via Lagrangian relaxation and augmented Lagrangian, Large-scale unit commitment under uncertainty: an updated literature survey, Bundle methods for sum-functions with ``easy components: applications to multicommodity network design, Duality gaps in nonconvex stochastic optimization, Incremental-like bundle methods with application to energy planning, Divide to conquer: decomposition methods for energy optimization, Stochastic decomposition applied to large-scale hydro valleys management, Robust mid-term power generation management, On the choice of explicit stabilizing terms in column generation, Large-scale unit commitment under uncertainty, Nonlinear chance-constrained problems with applications to hydro scheduling, About Lagrangian methods in integer optimization
