An efficient algorithm for the projection of a point on the intersection of two hyperplanes and a box in $$\mathbb {R}^n$$EURO Journal on Computational Optimization - Tập 7 - Trang 177-207 - 2018
Cláudio P. Santiago, Sérgio Assunção Monteiro, Helder Inácio, Nelson Maculan, Maria Helena Jardim
In this work, we present an efficient strongly polynomial algorithm for the
projection of a point on the intersection of two hyperplanes and a box in
$$\mathbb {R}^n$$ . Interior point methods are the most efficient algorithm in
the literature to solve this problem. While efficient in practice, the
complexity of interior-point methods is bounded by a polynomial in the dimension
of the problem and ... hiện toàn bộ
A MIP framework for non-convex uniform price day-ahead electricity auctionsEURO Journal on Computational Optimization - Tập 5 - Trang 263-284 - 2015
Mehdi Madani, Mathieu Van Vyve
It is well known that a market equilibrium with uniform prices often does not
exist in non-convex day-ahead electricity auctions. We consider the case of the
non-convex, uniform-price Pan-European day-ahead electricity market “PCR” (Price
Coupling of Regions), with non-convexities arising from so-called complex and
block orders. Extending previous results, we propose a new primal-dual framework
fo... hiện toàn bộ
EditorialEURO Journal on Computational Optimization - - 2013
Martine Labbé, Maria Speranza
On the rate of convergence of the proximal alternating linearized minimization algorithm for convex problemsEURO Journal on Computational Optimization - Tập 4 - Trang 27-46 - 2015
Ron Shefi, Marc Teboulle
We analyze the proximal alternating linearized minimization algorithm (PALM) for
solving non-smooth convex minimization problems where the objective function is
a sum of a smooth convex function and block separable non-smooth extended
real-valued convex functions. We prove a global non-asymptotic sublinear rate of
convergence for PALM. When the number of blocks is two, and the smooth coupling
func... hiện toàn bộ
A tight MIP formulation of the unit commitment problem with start-up and shut-down constraintsEURO Journal on Computational Optimization - Tập 5 - Trang 177-201 - 2016
C. Gentile, G. Morales-España, A. Ramos
This paper provides the convex hull description of the single thermal Unit
Commitment (UC) problem with the following basic operating constraints: (1)
generation limits, (2) start-up and shut-down capabilities, and (3) minimum up
and down times. The proposed constraints can be used as the core of any unit
commitment formulation to strengthen the lower bound in enumerative approaches.
We provide ev... hiện toàn bộ
Solving wind farm layout optimization with mixed integer programs and constraint programsEURO Journal on Computational Optimization - Tập 2 - Trang 195-219 - 2014
Peter Y. Zhang, David A. Romero, J. Christopher Beck, Cristina H. Amon
The wind farm layout optimization problem is concerned with the optimal location
of turbines within a fixed geographical area to maximize profit under stochastic
wind conditions. Previously, it has been modeled as a maximum diversity (or
$$p$$ -dispersion-sum) problem, but such a formulation cannot capture the
nonlinearity of aerodynamic interactions among multiple wind turbines. We
present the fi... hiện toàn bộ