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| Author: | Sen, S. Yakowitz, D. |
| Title: | A primal-dual subgradient method for time staged capacity expansion planning. |
| Journal: | European Journal of Operational Research
1986 : DEC, VOL. 27:3, p. 301-312 |
| Index terms: | CAPACITY OPTIMIZATION |
| Language: | eng |
| Abstract: | Capacity expansion problems and a dual to these problems are modelled as nondifferentiable convex programs. The solution methodology is a primal-dual subgradient approach. Besides providing a step length that leads to a convergent algorithm,the primal-dual approach eliminates the speculative nature of stopping rules in subgradient optimalization. Certain algorithmic details,in particular the dual subproblem are also efficiently handled due to the structure of capacity planning problems. Application to a time dynamic power generation capacity planning problem is discussed. |
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