Comparing stochastic optimization methods to solve the medium-term operation planning problem

DOI10.1590/S1807-03022011000200003MaRDI QIDQ656537zbMATHFDO

Authors Raphael E. C. Gonçalves, Erlon C. Finardi, Edson L. Da Silva, Marcelo L. L. Dos Santos

Publication date 18 January 2012

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://www.scielo.br/scielo.php?script=sci_abstract&pid=S1807-03022011000200003&lng=en&nrm=iso&tlng=en

zbMATH Keywords

stochastic optimizationprogressive hedginghydrothermal systemsmedium-term operation planning problemnested decomposition

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15)

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Cited in

(2)

• Accelerating techniques on nested decomposition
• Non-anticipative risk-averse analysis with effective scenarios applied to long-term hydrothermal scheduling

Describes a project that uses

Uses Software

• CPLEX

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