A scenario tree-based decomposition for solving multistage stochastic programs: with application in energy production
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Wiesbaden
Vieweg + Teubner
2011
|
| Ausgabe: | 1st. ed. |
| Schriftenreihe: | Vieweg + Teubner research : Stochastic programming
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVI, 182 S. graph. Darst. 21 cm |
| ISBN: | 9783834814098 |
Internformat
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| 245 | 1 | 0 | |a A scenario tree-based decomposition for solving multistage stochastic programs |b with application in energy production |c Debora Mahlke |
| 250 | |a 1st. ed. | ||
| 264 | 1 | |a Wiesbaden |b Vieweg + Teubner |c 2011 | |
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Datensatz im Suchindex
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|---|---|
| adam_text | CONTENTS 1 OVERVIEW 1 2 AN ENERGY PRODUCTION PROBLEM 5 2.1 INTRODUCTION
5 2.2 PROBLEM DESCRIPTION 6 2.3 TECHNICAL BACKGROUND 9 2.3.1 FOSSIL-FUEL
POWER PLANTS 9 2.3.2 ENERGY STORAGES 10 2.4 RELATED LITERATURE 11 3
MATHEMATICAL MODELING 15 3.1 DETERMINISTIC MODEL 16 3.1.1 SETS AND
PARAMETERS 16 3.1.2 VARIABLES AND EFFICIENCY FUNCTIONS 19 3.1.3
CONSTRAINTS 22 3.1.4 OBJECTIVE FUNCTION 26 3.1.5 LINEARIZATION OF THE
NONLINEAR FUNCTIONS 27 3.1.6 THE D-OPGEN MODEL 32 3.2 STOCHASTIC MODEL
33 3.2.1 BASIC CONCEPTS IN STOCHASTIC PROGRAMMING 33 3.2.2 THE S-OPGEN
MODEL 35 4 STOCHASTIC SWITCHING POLYTOPES 39 4.1 MATHEMATICAL
FORMULATION 39 4.2 LITERATURE OVERVIEW 41 4.3 POLYHEDRAL INVESTIGATIONS
42 4.4 SEPARATION 55 BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/100393238X DIGITALISIERT DURCH X CONTENTS 5 PRIMAL
HEURISTICS 57 5.1 RELAX-AND-FIX 57 5.2 ROLLING HORIZON FOR THE D-OP G EN
PROBLEM 60 5.2.1 APPROXIMATION STRATEGIES 63 5.2.2 FEASIBILITY 66 5.3
APPROXIMATE-AND-FIX FOR THE S-OPGEN PROBLEM 71 6 A SCENARIO TREE-BASED
DECOMPOSITION OF SMIPS 77 6.1 MOTIVATION AND IDEA 78 6.2 REFORMULATION
AND DECOMPOSITION OF THE SMIP 81 6.3 DECOMPOSITION-BASED
BRANCH-AND-BOUND ALGORITHM 84 6.4 IMPROVING SD-BB BY APPLYING LAGRANGIAN
RELAXATION .... 90 6.4.1 LAGRANGIAN RELAXATION OF COUPLING CONSTRAINTS
.... 90 6.4.2 INTEGRATION OF LAGRANGIAN RELAXATION INTO THE SD-BB
ALGORITHM 92 7 ALGORITHMIC IMPLEMENTATION 95 7.1 DECOMPOSING A SCENARIO
TREE 96 7.1.1 FINDING AN OPTIMAL K- SUB DIVISION 96 7.1.2 REARRANGING AN
OPTIMAL FI-SUBDIVISION 104 7.2 BRANCHING 108 7.2.1 VARIABLE SELECTION
108 7.2.2 BRANCHING ON CONTINUOUS VARIABLES 113 7.3 COMPUTING LOWER
BOUNDS 115 7.3.1 GENERATION OF A FIRST LOWER BOUND 116 7.3.2 CACHING OF
SUBPROBLEMS FOR THE COMPUTATION OF LOWER BOUNDS 118 7.4 COMPUTING
FEASIBLE SOLUTIONS 121 7.4.1 PRIMAL START SOLUTION 121 7.4.2 PRIMAL
SOLUTIONS BASED ON LOCAL INFORMATION 122 8 CONTENTS XI 8.2 SEPARATION
130 8.3 HEURISTICS 134 8.3.1 ROLLING HORIZON ALGORITHM 134 8.3.2
APPROXIMATE-AND-FIX HEURISTIC 143 8.4 SD-BB ALGORITHM 150 8.4.1
DECOMPOSING THE SCENARIO TREE 151 8.4.2 COMPUTING A FIRST LOWER BOUND
154 8.4.3 HEURISTICS 157 8.4.4 BRANCHING 159 8.4.5 ACCURACY 161 8.4.6
SOLVING LARGE INSTANCES 163 9 CONCLUSIONS 171 BIBLIOGRAPHY 175
|
| any_adam_object | 1 |
| author | Mahlke, Debora |
| author_GND | (DE-588)140272836 |
| author_facet | Mahlke, Debora |
| author_role | aut |
| author_sort | Mahlke, Debora |
| author_variant | d m dm |
| building | Verbundindex |
| bvnumber | BV036886377 |
| classification_rvk | SK 890 |
| ctrlnum | (OCoLC)917730794 (DE-599)DNB100393238X |
| dewey-full | 519.62 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.62 |
| dewey-search | 519.62 |
| dewey-sort | 3519.62 |
| dewey-tens | 510 - Mathematics |
| discipline | Maschinenbau / Maschinenwesen Mathematik |
| edition | 1st. ed. |
| format | Thesis Book |
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| indexdate | 2024-07-09T22:50:11Z |
| institution | BVB |
| isbn | 9783834814098 |
| language | English |
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| physical | XVI, 182 S. graph. Darst. 21 cm |
| publishDate | 2011 |
| publishDateSearch | 2011 |
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| publisher | Vieweg + Teubner |
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| series2 | Vieweg + Teubner research : Stochastic programming |
| spelling | Mahlke, Debora Verfasser (DE-588)140272836 aut A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production Debora Mahlke 1st. ed. Wiesbaden Vieweg + Teubner 2011 XVI, 182 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Vieweg + Teubner research : Stochastic programming Zugl.: Darmstadt, Techn. Univ., Diss., 2010 Erneuerbare Energien (DE-588)4068598-6 gnd rswk-swf Gemischt-ganzzahlige Optimierung (DE-588)4156566-6 gnd rswk-swf Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Stochastische Optimierung (DE-588)4057625-5 s Erneuerbare Energien (DE-588)4068598-6 s Gemischt-ganzzahlige Optimierung (DE-588)4156566-6 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020801650&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mahlke, Debora A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production Erneuerbare Energien (DE-588)4068598-6 gnd Gemischt-ganzzahlige Optimierung (DE-588)4156566-6 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| subject_GND | (DE-588)4068598-6 (DE-588)4156566-6 (DE-588)4057625-5 (DE-588)4113937-9 |
| title | A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production |
| title_auth | A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production |
| title_exact_search | A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production |
| title_full | A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production Debora Mahlke |
| title_fullStr | A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production Debora Mahlke |
| title_full_unstemmed | A scenario tree-based decomposition for solving multistage stochastic programs with application in energy production Debora Mahlke |
| title_short | A scenario tree-based decomposition for solving multistage stochastic programs |
| title_sort | a scenario tree based decomposition for solving multistage stochastic programs with application in energy production |
| title_sub | with application in energy production |
| topic | Erneuerbare Energien (DE-588)4068598-6 gnd Gemischt-ganzzahlige Optimierung (DE-588)4156566-6 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| topic_facet | Erneuerbare Energien Gemischt-ganzzahlige Optimierung Stochastische Optimierung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020801650&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT mahlkedebora ascenariotreebaseddecompositionforsolvingmultistagestochasticprogramswithapplicationinenergyproduction |