A Scenario Tree Based Decomposition For Solving Multistage Stochastic Programs
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A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs
Author: Debora Mahlke
language: en
Publisher: Springer Science & Business Media
Release Date: 2011-01-30
Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their solution, the author proposes a novel decomposition approach which relies on the concept of splitting the underlying scenario tree into subtrees. Based on the formulated models from energy production, the algorithm is computationally investigated and the numerical results are discussed.
Stability, Approximation, and Decomposition in Two- and Multistage Stochastic Programming
Author: Christian Küchler
language: en
Publisher: Springer Science & Business Media
Release Date: 2010-05-30
Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic programming. In particular, the author presents an extension of the Nested Benders decomposition algorithm related to the concept of recombining scenario trees.
13th International Symposium on Process Systems Engineering – PSE 2018, July 1-5 2018
Process Systems Engineering brings together the international community of researchers and engineers interested in computing-based methods in process engineering. This conference highlights the contributions of the PSE community towards the sustainability of modern society and is based on the 13th International Symposium on Process Systems Engineering PSE 2018 event held San Diego, CA, July 1-5 2018. The book contains contributions from academia and industry, establishing the core products of PSE, defining the new and changing scope of our results, and future challenges. Plenary and keynote lectures discuss real-world challenges (globalization, energy, environment and health) and contribute to discussions on the widening scope of PSE versus the consolidation of the core topics of PSE. - Highlights how the Process Systems Engineering community contributes to the sustainability of modern society - Establishes the core products of Process Systems Engineering - Defines the future challenges of Process Systems Engineering