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2013-05-14Buch DOI: 10.18452/8435
A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
dc.contributor.authorArnold, T.
dc.contributor.authorHenrion, R.
dc.contributor.authorMöller, A.
dc.contributor.authorVigerske, S.
dc.contributor.editorHigle, Julie L.
dc.contributor.editorRömisch, Werner
dc.contributor.editorSen, Surrajeet
dc.date.accessioned2017-06-16T20:29:41Z
dc.date.available2017-06-16T20:29:41Z
dc.date.created2013-05-14
dc.date.issued2013-05-14
dc.date.submitted2013-05-02
dc.identifier.urihttp://edoc.hu-berlin.de/18452/9087
dc.description.abstractWe illustrate the solution of a mixed-integer stochastic nonlinear optimization problem in an application of power management. In this application, a coupled system consisting of a hydro power station and a wind farm is considered. The objective is to satisfy the local energy demand and sell any surplus energy on a spot market for a short time horizon. Generation of wind energy is assumed to be random, so that demand satisfaction is modeled by a joint probabilistic constraint taking into accountthe multivariate distribution. The turbine is forced to either operate between given positive limits or to be shut down. This introduces additional binary decisions. The numerical solution procedure is presented and results are illustrated.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.subjectprobabilistic constraintseng
dc.subjectstochastic optimizationeng
dc.subjectmixed-integer nonlinear programmingeng
dc.subjectpower managementeng
dc.subject.ddc510 Mathematik
dc.titleA mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-100209385
dc.identifier.doihttp://dx.doi.org/10.18452/8435
local.edoc.container-titleStochastic Programming E-Print Series
local.edoc.pages14
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2013
local.edoc.container-issue5
local.edoc.container-erstkatid2936317-2

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