Adaptive monitoring of the progressive hedging penalty for reservoir systems management

Reservoir systems operations problems are in essence stochastic because of the uncertain nature of natural inflows. This leads to very large stochastic models that may not be easy to handle numerically. In this paper, we revisit the decomposition method developed by Rockafellar and Wets (Math Oper R...

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Bibliographic Details
Published in:	Energy systems (Berlin. Periodical) Vol. 5; no. 2; pp. 307 - 322
Main Authors:	Zéphyr, Luckny, Lang, Pascal, Lamond, Bernard F.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2014 Springer Nature B.V
Subjects:	Algorithms Analysis Computer programming Decomposition Economics and Management Energy Energy Policy Energy Systems Heuristic Lagrange multiplier Load Mathematical analysis Mathematical models Monitoring Operations Research/Decision Theory Optimization Original Paper Random variables Reservoir management Reservoirs Stochastic models Stochasticity Strategy Studies Systems management Uncertainty Water Progressive hedging algorithm Stochastic programming models Decomposition method Reservoir systems operations Heuristic
ISSN:	1868-3967, 1868-3975
Online Access:	Get full text
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