integer l-shaped method

A scalable mixed-integer decomposition approach for optimal power system restoration

  • Ignacio Aravena
  • Shmuel Oren
  • Deepak Rajan
  • Georgios Patsakis
  • Jennifer Rios
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Energy Tags , , ,

    The optimal restoration problem lies at the foundation of the evaluation and improvement of resilience in power systems. In this paper we present a scalable decomposition algorithm, based on the integer L-shaped method, for solving this problem for realistic power systems. The algorithm works by partitioning the problem into a master problem and a slave … Read more

    Improving the integer L-shaped method

  • Shabbir Ahmed
  • Gustavo Angulo
  • Santanu S. Dey
    • Categories Integer Programming, Stochastic Programming Tags , , ,

    We consider the integer L-shaped method for two-stage stochastic integer programs. To improve the performance of the algorithm, we present and combine two strategies. First, to avoid time-consuming exact evaluations of the second-stage cost function, we propose a simple modification that alternates between linear and mixed-integer subproblems. Then, to better approximate the shape of the … Read more