Orateur
Alireza Shefaei
(TU Delft)
Description
We present a JuMP-based solver that combines a nested primal-dual decomposition technique and convex relaxation approaches for tackling non-convex multi-stage stochastic programming problems. The approach addresses optimal long-term water supply infrastructure planning with constraints feasibility at operational timescales. We combine an outer primal decomposition of planning stages and inner dual ones of operating scenarios, with convexified non-anticipative constraints relaxed for scenarios.
Auteur principal
Alireza Shefaei
(TU Delft)
