Probabilistic Constrained Programming: A Reduced Gradient Algorithm Implemented on PC

198812 citationsJournal Articlegreen Open Access

Authors

Abstract

The described solution technique for stochastic linear programs with one joint probability constraint and with multinormal right-hand sides was developed and implemented in the frame of the IIASA contracted study "Modelling of interconnected power systems". Very cautious use of efficient subroutines made it possible to solve such a numerically complicated optimization problem on IBM/PC-XT or AT compatibles.

Topics & Keywords

Renewable energy and sustainable power systems Advanced Control Systems Optimization Real-Time Systems Scheduling

Publication Details

Published in: IIASA PURE (International Institute of Applied Systems Analysis)

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Probabilistic Constrained Programming: A Reduced Gradient Algorithm Implemented on PC

Authors

Abstract

Topics & Keywords

Publication Details