Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization

DOI10.1007/S11081-019-09448-ZzbMATH Open1447.90024OpenAlexW2955621325MaRDI QIDQ779756FDOQ779756

Authors D. Kharzeev 

Publication date 14 July 2020

Published in Optimization and Engineering (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/11250/2650974

zbMATH Keywords

stochastic optimizationbundle methodsunit commitmentmulti-horizon scenario treesnon-convex hydro-production functionregularized benders decomposition

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Stochastic programming (90C15) Decomposition methods (49M27)

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Cites Work

• scientific article; zbMATH DE number 663895 (Why is no real title available?)
• A Modified Benders' Partitioning Algorithm for Mixed Integer Programming
• A note on the selection of Benders' cuts
• A regularized decomposition method for minimizing a sum of polyhedral functions
• Accelerating Benders Decomposition: Algorithmic Enhancement and Model Selection Criteria
• Computing deep facet-defining disjunctive cuts for mixed-integer programming
• Generalized Benders decomposition
• Inexact Cuts in Benders Decomposition
• Inexact bundle methods for two-stage stochastic programming
• Large-scale unit commitment under uncertainty
• Level bundle methods for oracles with on-demand accuracy
• Multi-horizon stochastic programming
• Multiarea stochastic unit commitment for high wind penetration in a transmission constrained network
• Multicommodity Distribution System Design by Benders Decomposition
• Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
• Numerical optimization. Theoretical and practical aspects. Transl. from the French
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Optimal scenario tree reduction for stochastic streamflows in power generation planning problems
• Prices stabilization for inexact unit-commitment problems
• Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
• Regularized optimization methods for convex MINLP problems
• Risk-averse optimization in two-stage stochastic models: computational aspects and a study
• Solving semidefinite-quadratic-linear programs using SDPT3
• Uncontrolled inexact information within bundle methods

Cited In (7)

• A hybrid robust-stochastic optimization approach for day-ahead scheduling of cascaded hydroelectric system in restructured electricity market
• A stabilised scenario decomposition algorithm applied to stochastic unit commitment problems
• Stochastic short-term hydropower planning with inflow scenario trees
• Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
• Two-stage heuristic approach for solving the long-term unit commitment problem with hydro-thermal coordination
• A long-term unit commitment problem with hydrothermal coordination for economic and emission control in large-scale electricity systems
• TRIPODS/MOPTA 2018 special issue on energy and optimization

Uses Software

• SDPT3
• CPLEX
• PLCP
• Ipopt
• SQPlab

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