Decomposition techniques in mathematical programming by Antonio J. Conejo

By Antonio J. Conejo

This textbook for college students and practitioners offers a realistic method of decomposition suggestions in optimization. It offers a suitable mixture of theoretical history and useful functions in engineering and technology, which makes the e-book fascinating for practitioners, in addition to engineering, operations study and utilized economics graduate and postgraduate scholars. "Decomposition suggestions in Mathematical Programming" relies on clarifying, illustrative and computational examples and functions 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 functions are constructed as much as operating algorithms that may be simply used. The theoretical history of the ebook is deep sufficient to be of curiosity to utilized mathematicians. It contains finish of bankruptcy routines and the strategies of the even numbered workouts are integrated as an appendix.

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The two motivating examples below (in Subsects. 4) illustrate how relaxing complicating constraints renders a problem that can be solved in a straightforward manner. 3 River Basin Operation Consider a river basin including two reservoirs as illustrated in Fig. 5. Each reservoir has associated a hydroelectric power plant that produces electricity. The natural inflows to reservoirs 1 and 2 during the period t are denoted by wt1 and wt2 , respectively. The water contents of reservoirs 1 and 2 at the end of period t are denoted, respectively, by rt1 and rt2 .

N . 23) Constraints. The constraints of this problem are 1. 25) which is the redundant one] rti = rt−1,i − dti + wti + dtj ; t = 1, . . , m; i = 1, . . 3 Linear Programming: Complicating Constraints 23 2. the demand constraints n ki dti ≥ et ; t = 1, . . 26) i=1 3. the reservoir level bounds rimin ≤ rti ≤ rimax ; t = 1, . . , m; i = 1, . . 27) 4. the allowed discharge bounds ; t = 1, . . , m; i = 1, . . , n . 28) Function to Be Optimized. , m maximize dti , rti ; t = 1, 2, . . , m; i = 1, 2, .

31) is called a facet [6]. The feasibility region of this linear problem is denominated a polymatroid. Further details on polymatroids and their properties can be found in references [7, 8]. A relevant observation is that the solution of this production problem becomes nontrivial if additional linear constraints are imposed. For instance, if the joint energy production of devices 1 and 2 is required to be below 25 14 MWh, the merit order rule is no longer valid and the problem loses its polymatroid structure.

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