Dynamic convexification within nested Benders decomposition using Lagrangian relaxation : an application to the strategic bidding problem
Gregory Steeger, Steffen Rebennack
| Year of publication: |
1 March 2017
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| Authors: | Steeger, Gregory ; Rebennack, Steffen |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 257.2017, 2 (1.3.), p. 669-686
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| Subject: | Lagrangian relaxation | Mixed-integer linear programming | Benders decomposition | Hydroelectric scheduling | Strategic bidding problem | Stochastic dual dynamic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Scheduling-Verfahren | Scheduling problem | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011639954