Cutting planes for the multistage stochastic unit commitment problem.
Ruiwei JiangYongpei GuanJean-Paul WatsonPublished in: Math. Program. (2016)
Keyphrases
- multistage stochastic
- unit commitment
- cutting plane
- mixed integer programming
- mixed integer
- column generation
- integer program
- integer programming
- lower bound
- knapsack problem
- linear program
- linear programming
- lagrangian relaxation
- optimal solution
- convex hull
- constraint programming
- portfolio selection
- production planning
- lot sizing
- minimum cost
- branch and bound
- capacity expansion
- upper bound
- genetic algorithm