Solving generation expansion planning problems with environmental constraints by a bundle method

DOI10.1007/S10287-012-0139-1MaRDI QIDQ373184zbMATH OpenOpenAlexFDO

Authors Claudia Sagastizábal, M. V. Solodov

Publication date 21 October 2013

Published in Computational Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10287-012-0139-1

zbMATH Keywords

constrained optimizationbundle methodsnonsmooth convex optimizationgeneration expansion planning

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90)

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Cites work

• scientific article; zbMATH DE number 439380 (Why is no real title available?)
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• A bundle-filter method for nonsmooth convex constrained optimization
• A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
• A quasi-second-order proximal bundle algorithm
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
• Bundle-type methods for inexact data
• Convergence of some algorithms for convex minimization
• Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
• Handling CVaR objectives and constraints in two-stage stochastic models
• Introducing environmental constraints in generation expansion problems
• Methods of descent for nondifferentiable optimization
• New variants of bundle methods

Cited in

(4)

• A regularized simplex method
• Incremental-like bundle methods with application to energy planning
• Introducing environmental constraints in generation expansion problems
• Solving the nonsmooth bi-objective environmental and economic dispatch problem using smoothing functions

Describes a project that uses

Uses Software

• SQPlab
• PLCP

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