Výsledky vyhledávání - stochastic dual dynamic integer programming

Multistage Stochastic Unit Commitment Using Stochastic Dual Dynamic Integer Programming Autor Zou, Jikai, Ahmed, Shabbir, Sun, Xu Andy

“… We propose a new type of decomposition algorithm, based on the recently proposed framework of stochastic dual dynamic integer programming (SDDiP…”
Získat plný text

Stochastic dual dynamic integer programming Autor Zou, Jikai, Ahmed, Shabbir, Sun, Xu Andy

“…Multistage stochastic integer programming (MSIP) combines the difficulty of uncertainty, dynamics, and non-convexity, and constitutes a class of extremely challenging problems…”
Získat plný text

Mature offshore oil field development: Solving a real options problem using stochastic dual dynamic integer programming Autor Bakker, Steffen J., Kleiven, Andreas, Fleten, Stein-Erik, Tomasgard, Asgeir

“… of a portfolio of interdependent options. We formulate a multistage stochastic integer programming model that incorporates a detailed representation of the uncertain oil price, and demonstrate how such a complex real options problem…”
Získat plný text

Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization Autor Zhang, Shixuan, Sun, Xu Andy

“… We develop stochastic dual dynamic programming (SDDP) type algorithms with nested decomposition, deterministic sampling, and stochastic sampling…”
Získat plný text

Nonconvex Medium-Term Hydropower Scheduling by Stochastic Dual Dynamic Integer Programming Autor Hjelmeland, Martin N., Zou, Jikai, Helseth, Arild, Ahmed, Shabbir

“… A recently proposed extension of the SDDP method known as stochastic dual dynamic integer programming (SDDiP…”
Získat plný text

Retrofit Planning and Flexible Operation of Coal-Fired Units Using Stochastic Dual Dynamic Integer Programming Autor Li, Zhuangzhuang, Yang, Ping, Zhao, Zhuoli, Lai, Loi Lei

“… A novel flexibility retrofit planning (FRP) model is proposed in which the embedded operational problem is a stochastic mixed-integer nonlinear programming (SMINLP…”
Získat plný text

A stochastic dual dynamic integer programming based approach for remanufacturing planning under uncertainty Autor Quezada, Franco, Gicquel, Céline, Kedad-Sidhoum, Safia

“… We then propose a new approximate stochastic dual dynamic integer programming algorithm based on this partial decomposition…”
Získat plný text

Electric power infrastructure planning under uncertainty: stochastic dual dynamic integer programming (SDDiP) and parallelization scheme Autor Lara, Cristiana L., Siirola, John D., Grossmann, Ignacio E.

“… (strategic and operational). To be able to solve this large-scale model, which grows exponentially with the number of stages in the scenario tree, we decompose the problem using Stochastic Dual Dynamic Integer Programming (SDDiP…”
Získat plný text

Efficient power system year-round hourly operation simulation based on multi-stage Stochastic Dual Dynamic Integer Programming Autor Qian, Tao, Wu, Qiyu, Hu, Qinran

“… the efficacy of power grid development strategies. While multi-stage stochastic programming has been effective in capturing multi-scale power fluctuations, its adoption faces challenges related to computational complexity and convergence performance…”
Získat plný text

Multistage Dynamic Planning of Integrated Hydrogen-Electrical Microgrids under Multiscale Uncertainties Autor Sun, Xunhang, Cao, Xiaoyu, Zeng, Bo, Zhai, Qiaozhu, Guan, Xiaohong

“… This paper studies the IHE microgrids planning (IHEMP) under a dynamic perspective. To keep track with the fast development of hydrogen industry, we propose a multistage stochastic mixed-integer program (MS-MIP) formulation…”
Získat plný text

Goal-based investing with goal postponement: multistage stochastic mixed-integer programming approach Autor Bae, Sanghyeon, Lee, Yongjae, Kim, Woo Chang, Kim, Jang Ho, Fabozzi, Frank J.

Získat plný text

Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets Autor Yu, Xian, Shen, Siqian

“…). Moreover, we extend the general moment-based ambiguity set in Delage and Ye (Oper Res 58(3):595–612, 2010) to the multistage decision-dependent setting, and derive mixed-integer semidefinite programming…”
Získat plný text

A bilevel multistage stochastic self-scheduling model with indivisibilities for trading in the continuous intraday electricity market Autor Shinde, Priyanka, Aravena, Ignacio

“… We model the trading problem as a bilevel multistage stochastic program. The upper level of the problem accounts for the profit maximization of the virtual power plant…”
Získat plný text

Green horizons: Sustainable global logistics in dynamic supply chain management Autor Mohammadi, Mahsa, Tosarkani, Babak Mohamadpour

“… To address dynamic factors of real-world global supply chain, an accelerated parallel stochastic dual dynamic integer programming (SDDiP…”
Získat plný text

Hydropower preventive maintenance scheduling in a deregulated market: A multi-stage stochastic programming approach Autor Li, Zhuangzhuang, Yang, Ping, Yang, Yi, Lu, Guanpeng, Tang, Yufeng

“…•Uncertainties of inflow and market price are considered.•Stochastic dual dynamic integer programming are tailored to solve the model…”
Získat plný text

Multistage stochastic programming for the closed‐loop supply chain planning with mobile modules under uncertainty Autor Ge, Congqin, Zhang, Lifeng, Yang, Wenhui, Yuan, Zhihong

“… In this work, we formulate a mixed‐integer linear programming (MILP) model for the closed‐loop supply chain network planning with modular distribution and collection facilities…”
Získat plný text

Medium-term multi-stage distributionally robust scheduling of hydro–wind–solar complementary systems in electricity markets considering multiple time-scale uncertainties Autor Li, Zhuangzhuang, Yang, Ping, Guo, Yi, Lu, Guanpeng

“…•Stochastic dual dynamic integer programming is modified to solve the model.•Proposed scheduling model increases profits by 3.04…”
Získat plný text

Multi-stage distributionally robust optimization for hybrid energy storage in regional integrated energy system considering robustness and nonanticipativity Autor Han, Fengwu, Zeng, Jianfeng, Lin, Junjie, Gao, Chong

“…Hybrid energy storage system (HESS) has advantages in coping with the uncertainty of renewable energy and improving the stability of regional integrated energy…”
Získat plný text

Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets Autor Yu, Xian, Shen, Siqian

“…). Moreover, we extend the general moment-based ambiguity set in to the multistage decision-dependent setting, and derive mixed-integer semidefinite programming (MISDP…”
Získat plný text

Stochastic Dual Dynamic Programming for Multistage Stochastic Mixed-Integer Nonlinear Optimization Autor Zhang, Shixuan, Xu, Andy Sun

“… We develop stochastic dual dynamic programming (SDDP) type algorithms with nested decomposition, deterministic sampling, and stochastic sampling…”
Získat plný text