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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

The increasing number of gas-fired units has significantly intensified the coupling between power and gas networks. Traditionally, the nonlinearity and nonconvexity in gas flow equations, together with renewable-induced stochasticity,…

Systems and Control · Electrical Eng. & Systems 2020-06-17 Haizhou Liu , Xinwei Shen , Qinglai Guo , Hongbin Sun , Wenzhi Zhao , Xinyi Zhao

Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

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

This paper proposes a data-driven version of the Benders decomposition algorithm applied to the stochastic unit commitment (SUC) problem. The proposed methodology aims at finding a trade-off between the size of the Benders master problem…

Optimization and Control · Mathematics 2019-12-04 Baudouin Vandenbussche , Stefanos Delikaraoglou , Ignacio Blanco , Gabriela Hug

This paper presents key enhancements to our previous work~\cite{naghmouchi2024mixed} on a hybrid Benders decomposition (HBD) framework for solving mixed integer linear programs (MILPs). In our approach, the master problem is reformulated as…

Quantum Physics · Physics 2026-01-23 Anna Joliot , M. Yassine Naghmouchi , Wesley Coelho

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

Recent developments in decomposition methods for multi-stage stochastic programming with block separable recourse enable the solution to large-scale stochastic programs with multi-timescale uncertainty. Multi-timescale uncertainty is…

Optimization and Control · Mathematics 2024-09-04 Hongyu Zhang , Erlend Heir , Asbjørn Nisi , Asgeir Tomasgard

We address the stochastic transmission expansion planning (STEP) problem under uncertainty in renewable generation capacity and demand. STEP's objective is to minimize total transmission investment and generation costs. To tackle the…

Optimization and Control · Mathematics 2026-05-12 Yure Rocha , Teobaldo Bulhões , Anand Subramanian , Joaquim Dias Garcia

In this paper we present a novel methodology for leveraging Receding Horizon Control (RHC), also known as Model Predictive Control (MPC) strategies for distributed battery storage in a planning problem using a Benders decomposition…

Systems and Control · Computer Science 2017-08-28 Philipp Fortenbacher , Andreas Ulbig , Göran Andersson

This paper describes the application of a Progressive Hedging (PH) algorithm to the least-cost var planning under uncertainty. The method PH is a scenario-based decomposition technique for solving stochastic programs, i.e., it decomposes a…

Optimization and Control · Mathematics 2020-04-21 Igor Carvalho , Tiago Andrade , Joaquim Dias Garcia , Maria de Lujan Latorre

The growth in online shopping and third party logistics has caused a revival of interest in finding optimal solutions to the large scale in-transit freight consolidation problem. Given the shipment date, size, origin, destination, and due…

Optimization and Control · Mathematics 2018-01-29 Abdulkader S Hanbazazah , Luis E. Abril , Nazrul I Shaikh , Murat Erkoc

We present an approximate method for solving nonlinear control problems over long time horizons, in which the full nonlinear model is preserved over an initial part of the horizon, while the remainder of the horizon is modeled using a…

Optimization and Control · Mathematics 2019-12-20 Benjamin Flamm , Annika Eichler , Joseph Warrington , John Lygeros

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

Supply chain transportation operations often account for a large proportion of product total cost to market. Such operations can be optimized by solving the Logistics Service Network Design Problem (LSNDP), wherein a logistics service…

Robotics · Computer Science 2020-10-01 Simon Belieres , Mike Hewitt , Nicolas Jozefowiez , Frédéric Semet

This study develops a scalable co-optimization strategy for the joint bidding of cascaded hydropower, wind, and solar energy units, treated as a unified entity in the day-ahead market. Although hydropower flexibility can manage the…

Optimization and Control · Mathematics 2025-11-10 Luca Santosuosso , Simon Camal , Arthur Lett , Guillaume Bontron , Jalal Kazempour , Georges Kariniotakis

Renewable energy policies have driven the wood pellet market over the last decades worldwide. Among other factors, the return from this business depends largely on how well the producers manage the uncertainty associated with biomass yield…

Optimization and Control · Mathematics 2021-04-29 Amin Aghalari , Badr Saleh Aladwan , Bruno Silva , Shaun Tanger , Mohammad Marufuzzaman , Veera Gnaneswar Gude

We propose the REORIENT (REnewable resOuRce Investment for the ENergy Transition) model for energy systems planning with the following novelties: (1) integrating capacity expansion, retrofit and abandonment planning, and (2) using…

Optimization and Control · Mathematics 2025-01-07 Hongyu Zhang , Ignacio E. Grossmann , Ken McKinnon , Brage Rugstad Knudsen , Rodrigo Garcia Nava , Asgeir Tomasgard

This paper proposes a novel prognostics-driven approach to optimize operations and maintenance (O&M) decisions in hydropower systems. Our approach harnesses the insights from sensor data to accurately predict the remaining lifetime…

Optimization and Control · Mathematics 2025-04-23 Farnaz Fallahi , Murat Yildirim , Shijia Zhao , Feng Qiu

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