Ludwig Kuznia – Optimization Online

Chance Constrained Mixed Integer Program: Bilinear and Linear Formulations, and Benders Decomposition

Published: 2014/03/30, Updated: 2014/05/30

Integer Programming, Stochastic Programming benders decomposition, bilinear formulation, chance constraints, jensen's inequality, linear formulation, stochastic program

In this paper, we study chance constrained mixed integer program with consideration of recourse decisions and their incurred cost, developed on a finite discrete scenario set. Through studying a non-traditional bilinear mixed integer formulation, we derive its linear counterparts and show that they could be stronger than existing linear formulations. We also develop a variant … Read more

Stochastic Optimization for Power System Configuration with Renewable Energy in Remote Areas

Published: 2011/02/17

Applications - OR and Management Sciences benders decomposition, power system design, renewable energy, stochastic mixed-integer programming

This paper presents the first stochastic mixed integer programming model for a comprehensive hybrid power system design, including renewable energy generation, storage device, transmission network, and thermal generators, in remote areas. Given the computational complexity of the model, we developed a Benders’ decomposition algorithm with Pareto-optimal cuts. Computational results show significant improvement in our ability … Read more