Decomposition techniques in mathematical programming by Antonio J. Conejo

By Antonio J. Conejo

This textbook for college kids and practitioners offers a pragmatic method of decomposition ideas in optimization. It offers a suitable combination of theoretical heritage and sensible purposes in engineering and technology, which makes the e-book attention-grabbing for practitioners, in addition to engineering, operations study and utilized economics graduate and postgraduate scholars. "Decomposition recommendations in Mathematical Programming" is predicated on clarifying, illustrative and computational examples and purposes from electric, mechanical, strength and civil engineering in addition to utilized arithmetic and economics. It addresses decomposition in linear programming, mixed-integer linear programming, nonlinear programming, and mixed-integer nonlinear programming, and offers rigorous decomposition algorithms in addition to heuristic ones. useful purposes are built as much as operating algorithms that may be effectively used. The theoretical heritage of the publication is deep sufficient to be of curiosity to utilized mathematicians. It contains finish of bankruptcy workouts and the suggestions of the even numbered routines are integrated as an appendix.

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Extra info for Decomposition techniques in mathematical programming

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11 consisting of two networks, the ﬁrst containing nodes 1 to 6, and the second nodes 7 to 12, connected by a single channel. Nodes 1 and 12 are assumed to be the water supply nodes and the rest are assumed to be consumption nodes with the ﬂow indicated by the q variables. Note that, in order to satisfy the balance equations, the values of the q variables must satisfy the constraint, q2 2 x1 x2 q3 x13 x3 q4 q9 4 x8 x6 x4 1 q1 q11 7 6 9 x15 x10 = 2 x7 3 q7 10 x9 q12 x14 q10 5 8 q5 12 x12 q6 x5 11 x11 q8 Fig.

Total proﬁt from selling energy is \$26,400. 4. 5. 6. Solution for the hydroelectric river basin example Period t Discharge plant 1 (m3 ) Discharge plant 2 (m3 ) Electricity production (MWh) Electricity demand (MWh) Energy sold (MWh) 1 2 43 42 70 70 530 525 490 525 40 0 In summary, the main elements of the hydroelectric proﬁt maximization problem for a river system of n reservoirs during m time periods, are: Data. n: the number of reservoirs m: the number of time periods considered λt : the electricity price for period t ki : electric energy production to water volume discharge factor for reservoir i wti : the water inﬂow in reservoir i during period t r0i : initial water content in reservoir i rimax : maximum allowed water content in reservoir i rimin : minimum allowed water content in reservoir i : maximum allowed water discharge during a time period for reservoir i dmax i et : electricity demand during period t Ωi : the set of reservoirs above reservoir i and connected to it.

However, its solution is trivial using the merit order rule. Nevertheless, if additional linear constraints are included, the resulting problem becomes both unwritable and unsolvable, unless a decomposition technique is used to relax the complicating constraints [9]. Such decomposition techniques are explained in the following chapters. 1 Two-Year Coal and Gas Procurement Consider the problem of the procurement of coal and natural gas (expressed in energy units) in a factory to supply the energy demand of the present year and next year.