Node Aggregation in Stochastic Nested Benders Decomposition Applied to Hydrothermal Coordination
نویسندگان
چکیده
This paper presents a multistage stochastic linear programming problem solved by a stochastic nested Benders decomposition algorithm. The algorithm allows the node aggregation and division of the scenario tree into connected subtrees forming arbitrary subproblems that will be solved as the algorithm proceeds. Different aggregation strategies have been tested and numerical results of the application of these developments to a stochastic hydrothermal coordination problem are presented.
منابع مشابه
Benders Decomposition for Mixed- Integer Hydrothermal Problems by Lagrangean Relaxation
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