Results 71 to 80 of about 153,181 (197)

Escaping the Local Minima via Simulated Annealing: Optimization of Approximately Convex Functions [PDF]

open access: yes, 2015
We consider the problem of optimizing an approximately convex function over a bounded convex set in $\mathbb{R}^n$ using only function evaluations. The problem is reduced to sampling from an \emph{approximately} log-concave distribution using the Hit-and-
Belloni, Alexandre   +3 more
core  

A Polyhedral Study of the Static Probabilistic Lot-Sizing Problem

open access: yes, 2016
We study the polyhedral structure of the static probabilistic lot-sizing problem and propose valid inequalities that integrate information from the chance constraint and the binary setup variables. We prove that the proposed inequalities subsume existing
Kucukyavuz, Simge, Liu, Xiao
core   +1 more source

Smoothing Techniques and Augmented Lagrangian Method for Recourse Problem of Two-Stage Stochastic Linear Programming

open access: yesJournal of Applied Mathematics, 2013
The augmented Lagrangian method can be used for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems.
Saeed Ketabchi, Malihe Behboodi-Kahoo
doaj   +1 more source

Measuring and explaining farm inefficiency in a panel data set of mixed farms [PDF]

open access: yes
This paper aims to estimate a translog stochastic frontier production function in the analysis of a panel of 150 mixed Catalan farms in the period 1989-1993, in order to attempt to measure and explain variation in technical inefficiency scores with a one-
Jaume Puig, Josep M. Argilés
core  

A Numerical Method for Two‐Stage Stochastic Programs under Uncertainty [PDF]

open access: yesMathematical Problems in Engineering, 2011
Motivated by problems coming from planning and operational management in power generation companies, this work extends the traditional two‐stage linear stochastic program by adding probabilistic constraints in the second stage. In this work we describe, under special assumptions, how the two‐stage stochastic programs with mixed probabilities can be ...
openaire   +3 more sources

Bi-Level Optimization-Based Bidding Strategy for Energy Storage Using Two-Stage Stochastic Programming

open access: yesEnergies
Energy storage will play an important role in the new power system with a high penetration of renewable energy due to its flexibility. Large-scale energy storage can participate in electricity market clearing, and knowing how to make more profits through
Kui Hua, Qingshan Xu, Lele Fang, Xin Xu
doaj   +1 more source

Two-stage stochastic programming for the joint dispatch of energy and reserve considering demand response

open access: yesThe Journal of Engineering, 2019
This paper formulates a two-stage stochastic programming model for energy and reserve joint dispatch considering wind power uncertainty and the participation of incentive-based demand response (IBDR).
Menglin Zhang   +3 more
doaj   +1 more source

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