Ruotian Gao

A Polynomial-time Algorithm with Tight Error Bounds for Single-period Unit Commitment Problem

  • S.C. Fang
  • Ruotian Gao
  • Wenxun Xing
  • Cheng Lu
    • Categories (Mixed) Integer Nonlinear Programming, Approximation Algorithms, Scheduling Tags , , , ,

    This paper proposes a Lagrangian dual based polynomial-time approximation algorithm for solving the single-period unit commitment problem, which can be formulated as a mixed integer quadratic programming problem and proven to be NP-hard. Tight theoretical bounds for the absolute errors and relative errors of the approximate solutions generated by the proposed algorithm are provided. Computational … Read more

    Robust Sensitivity Analysis for Linear Programming with Ellipsoidal Perturbation

  • Ruotian Gao
  • Wenxun Xing
    • Categories Applications - OR and Management Sciences, Linear Programming, Robust Optimization Tags , , ,

    Given an originally robust optimal decision and allowing perturbation parameters of the linear programming problem to run through a maximum uncertainty set controlled by a variable of perturbation radius, we do robust sensitivity analysis for the robust linear programming problem in two scenarios. One is to keep the original decision still robust optimal, the other … Read more