Browsing Preprints aus dem Institut für Mathematik by Subject "Lagrangian relaxation"
Now showing items 1-8 of 8
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2005-11-04BuchDuality gaps in nonconvex stochastic optimization We consider multistage stochastic optimization models. Logical or integrality constraints, frequently present in optimization models, limit the application of powerful convex analysis tools. Different Lagrangian relaxation ...
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2005-11-16BuchIteration methods with incomplete corrections and solution of nonlinear equations Basing on the theory of dynamic systems with inclomplete corrections [1-2], various methods of Gauss-Seidel-type for the numerical solution of nonlinear equations are formulated and analyzed. For special classes of equations ...
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2005-11-16BuchIterationsverfahren mit unvollständigen Korrekturen und die Lösung nichtlinearer Gleichungen Auf der Grundlage der Theorie dynamischer Systeme mit unvollständigen Korrekturen [1-2] werden verschiedene Methoden vom Gauß-Seidel-Typ zur numerischen Lösung nichtlinearer Gleichungen formuliert und analysiert. Für ...
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2005-11-16BuchLocally Exact Lower Bounds and Optimality Cuts for All-Quadratic Programs with Convex Constraints A central problem of branch-and-bound methods for global optimization is that lower bounds are often not exact even if the diameter of the subdivided regions shrinks to zero. This can lead to a large number of subdivisions ...
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2005-11-02BuchOptimal Power Generation under Uncertainty via Stochastic Programming A 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 ...
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2005-11-16BuchPower Management in a Hydro-Thermal System under Uncertainty by Lagrangian Relaxation We present a dynamic multi-stage stochastic programming model for the cost-optimal generation of electric power in a hydro-thermal system under uncertainty in load, inflow to reservoirs and prices for fuel and delivery ...
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2005-11-15BuchPrimal and Dual Methods for Unit Commitment in a Hydro-Thermal Power System The unit commitment problem in a power generation system comprising thermal and pumped-storage hydro units is adressed. A large-scale mixed-integer optimization model for unit commitment in a real power system is developed ...
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2005-11-03BuchStochastic unit commitment in hydro-thermal power production planning We present a mixed-integer multistage stochastic programming model for the short term unit commitment of a hydro-thermal power system under uncertainty in load, inflow to reservoirs, and prices for fuel and delivery ...
