MARC record from Internet Archive

LEADER: 02188nam 2200397 a 4500
001 ocn640501257
005 20100714094654.4
008 980714s1994 caua b f000|0 eng d
035 $a
035 $a
040 $aCMontNP$cCMontNP
086 0 $aD 208.14/2:NPS-OR-94-001
100 1 $aMorton, David P.
245 13 $aAn enhanced decomposition algorithm for multistage stochastic hydroelectric scheduling /$cDavid P. Morton.
260 $aMonterey, Calif. :$bNaval Postgraduate School ;$aSpringfield, Va. :$bAvailable from National Technical Information Service,$c[1994]
300 $a24 p. :$bill. ;$c28 cm.
500 $aTitle from cover.
500 $a"NPS-OR-94-001."
500 $a"January 1994."
500 $aAD A278 706.
504 $aIncludes bibliographical references (p. 23)
520 $aHandling uncertainty in natural inflow is an important part of a hydroelectric scheduling model. In a stochastic programming formulation, natural inflow may be modeled as a random vector with known distribution, but the size of the resulting mathematical program can be formidable. Decomposition-based algorithms take advantage of special structure and provide an attractive approach to such problems. We develop an enhanced Benders decomposition algorithm for solving multistage stochastic linear programs. The enhancements include warm start basis selection, preliminary cut generation, the multicut procedure, and decision tree traversing strategies. Computational results are presented for a collection of stochastic hydroelectric scheduling problems. Stochastic programming, Hydroelectric scheduling, Large-scale Systems.
650 4 $aHYDROELECTRICITY.
650 4 $aDECOMPOSITION.
650 4 $aLINEAR PROGRAMMING.
650 4 $aSCHEDULING.
650 4 $aELECTRIC POWER PRODUCTION.
710 2 $aNaval Postgraduate School (U.S.).$bDept. of Operations Research.
740 0 $aNPS-OR-94-001.
035 $a
035 $a
035 $a
035 $a
592 $aaq/aq cc:9116 07/14/98
926 $aNPS-LIB$bFEDDOCS$cD 208.14/2:NPS-OR-94-001$dBOOK$f1
926 $aNPS-LIB$bFEDDOCS$cD 208.14/2:NPS-OR-94-001$dBOOK$f2