We propose a stochastic unit commitment model for a power generation company that takes part in an electricity spot market. The relevant feature of this model is its detailed representation of the spot market during a whole week, including seven day-ahead market sessions and the corresponding adjustment market sessions. The adjustment market sessions can be seen as an hour-ahead market mechanis...

In this paper, we address the integration of production planning and reactive scheduling for the optimization of a hydrogen supply network consisting of five plants, four inter-connected pipelines and 20 customers. We present multiperiod mixed integer nonlinear programming (MINLP) models for both the planning and scheduling levels. The planning model includes complex pricing functions resulting...

The set multicovering or set k-covering problem is an extension of the classical set covering problem, in which each object is required to be covered at least k times. The problem finds applications in the design of communication networks and in computational biology. We describe a GRASP with pathrelinking heuristic for the set k-covering problem, as well as the template of a family of Lagrange...

Large part of combinatorial optimization research has been devoted to the study of exact methods leading, most notably during the years 60s and 70s, to a number of very diversified approaches to the solution of the problems of interest. Several of these approaches have by now lost their thrust in the literature as newer, more powerful exact optimization techniques appeared and proved their effe...

This paper is focused on the study of a dynamic competitive equilibrium by using Lagrangean multipliers. This mathematical formulation allows us the improve theWalrasian model by considering the common possibility of an uncharged delayed payment in a given time (for example, by using a credit card). Firstly the economic equilibrium problem is reformulated as an evolutionary variational problem;...

A good strategy for the solution of a large-scale problem is its division into small ones. In this context, this work explores the lagrangean relaxation with clusters (LagClus) that can be applied to combinatorial problems modeled by conflict graphs. By partitioning and removing the edges that connect the clusters of vertices, the conflict graph is divided in subgraphs with the same characteris...

We present a Cost Decomposition approach for the linear Multicommodity Min-Cost Flow problem, where the mutual capacity constraints are dualized and the resulting Lagrangean Dual is solved with a dual-ascent algorithm belonging to the class of Bundle methods. Although decomposition approaches to block-structured Linear Programs have been reported not to be competitive with general-purpose softw...

The inclusion of explicit bounds on the link ows in tra c assignment models has been proposed as a means to obtain a more accurate description of the tra c behaviour than that given by the basic, uncapacitated, model. Although the capacitated problem has the advantage of being numerically more tractable than models involving travel cost functions which tend to in nity as ows approach the link c...

The inclusion of explicit bounds on the link ows in tra c assignment models has been proposed as a means to obtain a more accurate description of the tra c behaviour than that given by the basic uncapacitated model Although the capacitated problem has the advantage of being numerically more tractable than models involving travel cost functions which tend to in nity as ows approach the link capa...