nested decomposition

Electric Power Infrastructure Planning: Mixed-Integer Programming Model and Nested Decomposition Algorithm

  • Ignacio E. Grossmann
  • Dimitri J. Papageorgiou
  • Cristiana L. Lara
  • D. Mallapragada
  • A. Venkatesh
    • Categories (Mixed) Integer Linear Programming, Applications - Science and Engineering Tags , , , , ,

    This paper addresses the long-term planning of electric power infrastructures considering high renewable penetration. To capture the intermittency of these sources, we propose a deterministic multi-scale Mixed-Integer Linear Programming (MILP) formulation that simultaneously considers annual generation investment decisions and hourly operational decisions. We adopt judicious approximations and aggregations to improve its tractability. Moreover, to overcome … Read more

    Stochastic Dual Dynamic Integer Programming

  • Shabbir Ahmed
  • Xu Andy Sun
  • Jikai Zou
    • Categories Dynamic Programming, Integer Programming, Stochastic Programming Tags , , ,

    Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely challenging problems. A common formulation for these problems is a dynamic programming formulation involving nested cost-to-go functions. In the linear setting, the cost-to-go functions are convex polyhedral, and decomposition algorithms, such as nested Benders’ decomposition and … Read more