Decomposition models with integer variables usually decompose into a master problem that comprises all the integer variables and subproblems, which evaluate the remaining variables. Subproblems with integer variables introduce additional difficulties and require the use of nonlinear duality theory. In this paper we address the solution of a mixed integer hydrothermal coordination problem combining nested Benders decomposition and lagrangean relaxation. An extensive computational study applied to a large-scale hydrothermal problem is presented.
Keywords: Nested Benders decomposition, lagrangean relaxation, stochastic optimization
14th Power systems computation conference -PSCC. Sevilla, 24-28 Junio 2002.
Publicado: junio 2002.