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    <id>256</id>
    <completedYear/>
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    <thesisYearAccepted/>
    <language>eng</language>
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    <edition/>
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    <type>reportzib</type>
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    <completedDate>1996-12-02</completedDate>
    <publishedDate>1996-12-02</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">Dual Decomposition in Stochastic Integer Programming</title>
    <abstract language="eng">We present an algorithm for solving stochastic integer programming problems with recourse, based on a dual decomposition scheme and Lagrangian relaxation. The approach can be applied to multi-stage problems with mixed-integer variables in each time stage. %We outline a branch-and-bound algorithm for obtaining primal feasible and %possibly optimal solutions. Numerical experience is presented for some two-stage test problems.</abstract>
    <identifier type="serial">SC-96-46</identifier>
    <identifier type="opus3-id">257</identifier>
    <identifier type="urn">urn:nbn:de:0297-zib-2560</identifier>
    <enrichment key="SourceTitle">Appeared in: Operations Research Letters 24 (1999) 37-45</enrichment>
    <author>Claus C. Caröe</author>
    <author>Rüdiger Schultz</author>
    <series>
      <title>ZIB-Report</title>
      <number>SC-96-46</number>
    </series>
    <collection role="ddc" number="000">Informatik, Informationswissenschaft, allgemeine Werke</collection>
    <collection role="institutes" number="">ZIB Allgemein</collection>
    <file>https://opus4.kobv.de/opus4-zib/files/256/SC-96-46.ps</file>
    <file>https://opus4.kobv.de/opus4-zib/files/256/SC-96-46.pdf</file>
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  <doc>
    <id>354</id>
    <completedYear/>
    <publishedYear/>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst/>
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    <pageNumber/>
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    <type>reportzib</type>
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    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>1998-03-16</completedDate>
    <publishedDate>1998-03-16</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">A Two-Stage Stochastic Program for Unit Commitment Under Uncertainty in a Hydro-Thermal Power System</title>
    <abstract language="eng">We develop a two-stage stochastic programming model with integer first-stage and mixed-integer recourse for solving the unit commitment problem in power generation in the presence of uncertainty of load profiles. The solution methodology rests on a novel scenario decomposition method for stochastic integer programming. This method combines Lagrangian relaxation of non-anticipativity constraints with branch-and-bound. It can be seen as a decomposition algorithm for large-scale mixed-integer linear programs with block-angular structure. With realistic data from a German utility we validate our model and carry out test runs. Sizes of these problems go up to 20.000 integer and 150.000 continuous variables together with up to 180.000 constraints.</abstract>
    <identifier type="serial">SC-98-11</identifier>
    <identifier type="opus3-id">355</identifier>
    <identifier type="urn">urn:nbn:de:0297-zib-3543</identifier>
    <author>Claus C. Caröe</author>
    <author>Rüdiger Schultz</author>
    <series>
      <title>ZIB-Report</title>
      <number>SC-98-11</number>
    </series>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Programming</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>stochastic:Scenario Decomposition if mixed-integer programs</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>Natural resourses</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>energy:Unit commitment under uncertainty</value>
    </subject>
    <collection role="ddc" number="000">Informatik, Informationswissenschaft, allgemeine Werke</collection>
    <collection role="institutes" number="">ZIB Allgemein</collection>
    <file>https://opus4.kobv.de/opus4-zib/files/354/SC-98-11.ps</file>
    <file>https://opus4.kobv.de/opus4-zib/files/354/SC-98-11.pdf</file>
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