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Benders decomposition is widely used to solve large mixed-integer problems. This paper takes advantage of machine learning and proposes enhanced variants of Benders decomposition for solving two-stage stochastic security-constrained unit…

Optimization and Control · Mathematics 2023-11-21 Fouad Hasan , Amin Kargarian

In this paper we present a formulation of the unit commitment problem with AC power flow constraints. It is solved by a Benders decomposition in which the unit commitment master problem is formulated as a mixed-integer problem with…

Optimization and Control · Mathematics 2020-11-24 M. Paredes , L. S. A. Martins , S. Soares , Hongxing Ye

Benders decomposition is one of the most applied methods to solve two-stage stochastic problems (TSSP) with a large number of scenarios. The main idea behind the Benders decomposition is to solve a large problem by replacing the values of…

Optimization and Control · Mathematics 2022-11-24 Cristian Ramírez-Pico , Ivana Ljubić , Eduardo Moreno

Network design problems involve constructing edges in a transportation or supply chain network to minimize construction and daily operational costs. We study a stochastic version where operational costs are uncertain due to fluctuating…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet , Periklis Petridis

Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively refines the master problem with Benders…

Optimization and Control · Mathematics 2026-04-13 Tim Donkiewicz

To address the environmental concern and improve the economic efficiency, the wind power is rapidly integrated into smart grids. However, the inherent uncertainty of wind energy raises operational challenges. To ensure the cost-efficient,…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Wei Xie , Yuan Yi , Zhi Zhou , Keqi Wang

Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…

Optimization and Control · Mathematics 2025-08-15 Shima Sasanpour , Manuel Wetzel , Karl-Kiên Cao , Hans Christian Gils , Andrés Ramos

Security-constrained unit commitment (SCUC) model is used for power system day-ahead scheduling. However, current SCUC model uses a static network to deliver power and meet demand optimally. A dynamic network can provide a lower optimal…

Optimization and Control · Mathematics 2021-12-16 Arun Venkatesh Ramesh , Xingpeng Li , Kory W. Hedman

This paper presents a novel approach to handle the computational complexity in security-constrained unit commitment (SCUC) with corrective network reconfiguration (CNR) to harness the flexibility in transmission networks. This is achieved…

Optimization and Control · Mathematics 2020-07-21 Arun Venkatesh Ramesh , Xingpeng Li , Kory W. Hedman

The U.S. power grid is undergoing a major paradigm shift with the increased development of renewable generators, electric vehicles, and data centers. In response to this growing need, the U.S. has ramped up the construction of…

Optimization and Control · Mathematics 2026-03-20 Rosemary Barrass , Harsha Nagarajan , Mathieu Tanneau , Russell Bent , Pascal Van Hentenryck

Operations research practitioners frequently want to model complicated functions that are are difficult to encode in their underlying optimisation framework. A common approach is to solve an approximate model, and to use a simulation to…

Optimization and Control · Mathematics 2022-07-06 Michael Forbes , Mitchell Harris , Marijn Jansen , Femke van der Schoot , Thomas Taimre

A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…

Optimization and Control · Mathematics 2020-11-17 Xiaodong Zheng , Haoyong Chen , Yan Xu , Zhengmao Li , Zhenjia Lin , Zipeng Liang

This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…

Optimization and Control · Mathematics 2025-07-30 Nicolò Mazzi , Ken Mckinnon , Hongyu Zhang

In this paper, we study unit commitment (UC) problems considering the uncertainty of load and wind power generation. UC problem is formulated as a chance-constrained two-stage stochastic programming problem where the chance constraint is…

Optimization and Control · Mathematics 2016-11-29 Yao Zhang , Jianxue Wang , Bo Zeng , Zechun Hu

The transmission-constrained unit commitment (TC-UC) problem is one of the most relevant problems solved by independent system operators for the daily operation of power systems. Given its computational complexity, this problem is usually…

Optimization and Control · Mathematics 2020-01-27 Salvador Pineda , Juan Miguel Morales , Asunción Jiménez-Cordero

This paper applies Benders decomposition to two-stage stochastic problems for energy planning under climate uncertainty, a key problem for the design of renewable energy systems. To improve performance, we adapt various refinements for…

Optimization and Control · Mathematics 2024-01-29 Leonard Göke , Felix Schmidt , Mario Kendziorski

We consider Benders decomposition for solving two-stage stochastic programs with complete recourse based on finite samples of the uncertain parameters. We define the Benders cuts binding at the final optimal solution or the ones…

Optimization and Control · Mathematics 2020-10-16 Huiwen Jia , Siqian Shen

This paper proposes a neural stochastic optimization method for efficiently solving the two-stage stochastic unit commitment (2S-SUC) problem under high-dimensional uncertainty scenarios. The proposed method approximates the second-stage…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Zhentong Shao , Jingtao Qin , Nanpeng Yu

We consider electricity capacity expansion models, which optimize investment and retirement decisions by minimizing both investment and operation costs. In order to provide credible support for planning and policy decisions, these models…

Optimization and Control · Mathematics 2025-01-08 Filippo Pecci , Jesse D. Jenkins

Benders decomposition (BD) is a widely used solution approach for solving two-stage stochastic programs arising in real-world decision-making under uncertainty. However, it often suffers from slow convergence as the master problem grows…

Optimization and Control · Mathematics 2026-05-08 Haochen Cai , Xian Yu
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