[PDF] Conference Paper: Benders decomposition for mixed-integer hydrothemal problems by Lagrangean relaxation

Título:

Benders decomposition for mixed-integer hydrothemal problems by Lagrangean relaxation

Autores:

S. Cerisola , A. Ramos

Palabras clave:

Nested Benders decomposition, lagrangean relaxation, stochastic optimization

Líneas de investigación

Planificación táctica a medio plazo

Resumen:

Decomposition models with integer variables usually decompose into a master problem that comprises all the integer variables and subproblems, which evaluate the remaining variables. Subproblems with integer variables introduce additional difficulties and require the use of nonlinear duality theory. In this paper we address the solution of a mixed integer hydrothermal coordination problem combining nested Benders decomposition and lagrangean relaxation. An extensive computational study applied to a large-scale hydrothermal problem is presented.

Referencia:

14th PSCC - Power Systems Computing Conference. Sevilla, 24-28 Junio 2002.

Fecha de publicación:

junio 2002

Referencia interna del documento:

IIT-02-018A

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