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2005-11-02Buch DOI: 10.18452/2571
Optimal Power Generation under Uncertainty via Stochastic Programming
dc.contributor.authorDentcheva, Darinka
dc.contributor.authorRömisch, Werner
dc.date.accessioned2017-06-15T17:35:27Z
dc.date.available2017-06-15T17:35:27Z
dc.date.created2005-11-02
dc.date.issued2005-11-02
dc.identifier.issn0863-0976
dc.identifier.urihttp://edoc.hu-berlin.de/18452/3223
dc.description.abstractA power generation system comprising thermal and pumped-storage hydro plants is considered. Two kinds of models for the cost-optimal generation of electric power under uncertain load are introduced: (i) a dynamic model for the short-term operation and (ii) a power production planning model. In both cases, the presence of stochastic data in the optimization model leads to multi-stage and two-stage stochastic programs, respectively. Both stochastic programming problems involve a large number of mixed-integer (stochastic) decisions, but their constraints are loosely coupled across operating power units. This is used to design Lagrangian relaxation methods for both models, which lead to a decomposition into stochastic single unit subproblems. For the dynamic model a Lagrangian decomposition based algorithm is described in more detail. Special emphasis is put on a discussion of the duality gap, the efficient solution of the multi-stage single unit subproblems and on solving the dual problem by bundle methods for convex nondifferentiable optimization.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, Institut für Mathematik
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectLagrangian relaxationeng
dc.subjectstochastic programmingeng
dc.subjecthydro-thermal power systemeng
dc.subjectuncertain loadeng
dc.subjectmulti-stageeng
dc.subjecttwo-stageeng
dc.subjectmixed-integereng
dc.subjectbundle methodseng
dc.subject.ddc510 Mathematik
dc.titleOptimal Power Generation under Uncertainty via Stochastic Programming
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10051917
dc.identifier.doihttp://dx.doi.org/10.18452/2571
dc.subject.dnb27 Mathematik
local.edoc.pages34
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-year1996
dc.identifier.zdb2075199-0
bua.series.namePreprints aus dem Institut für Mathematik
bua.series.issuenumber1996,35

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