Abstract
The L-shaped method is a decomposition algorithm that is commonly used to solve large-scale two-stage stochastic programming problems. The classic single-cut L-shaped method usually suffer the performance issue because only a single optimality cut is applied at each major iteration. This paper presents an aggregated multi-cut version of the L-shaped method for solving two-stage transmission expansion planning (TEP) problems. This algorithm allows the user to control the aggregation level of the optimality cuts so that the overall computational performance can be improved. Simulation results show that the proposed algorithm is computationally more efficient than the classical L-shaped method.
| Original language | English (US) |
|---|---|
| Title of host publication | IEEE Power and Energy Society General Meeting |
| Publisher | IEEE Computer Society |
| Volume | 2015-September |
| ISBN (Print) | 9781467380409 |
| DOIs | |
| State | Published - Sep 30 2015 |
| Event | IEEE Power and Energy Society General Meeting, PESGM 2015 - Denver, United States Duration: Jul 26 2015 → Jul 30 2015 |
Other
| Other | IEEE Power and Energy Society General Meeting, PESGM 2015 |
|---|---|
| Country | United States |
| City | Denver |
| Period | 7/26/15 → 7/30/15 |
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Keywords
- Algorithm
- decomposition
- L-shaped method
- transmission expansion planning
- uncertainty
ASJC Scopus subject areas
- Energy Engineering and Power Technology
- Nuclear Energy and Engineering
- Renewable Energy, Sustainability and the Environment
- Electrical and Electronic Engineering
Cite this
An aggregated multi-cut decomposition algorithm for two-stage transmission expansion planning problems. / Zhang, Hui; Vittal, Vijay; Heydt, Gerald.
IEEE Power and Energy Society General Meeting. Vol. 2015-September IEEE Computer Society, 2015. 7285608.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
}
TY - GEN
T1 - An aggregated multi-cut decomposition algorithm for two-stage transmission expansion planning problems
AU - Zhang, Hui
AU - Vittal, Vijay
AU - Heydt, Gerald
PY - 2015/9/30
Y1 - 2015/9/30
N2 - The L-shaped method is a decomposition algorithm that is commonly used to solve large-scale two-stage stochastic programming problems. The classic single-cut L-shaped method usually suffer the performance issue because only a single optimality cut is applied at each major iteration. This paper presents an aggregated multi-cut version of the L-shaped method for solving two-stage transmission expansion planning (TEP) problems. This algorithm allows the user to control the aggregation level of the optimality cuts so that the overall computational performance can be improved. Simulation results show that the proposed algorithm is computationally more efficient than the classical L-shaped method.
AB - The L-shaped method is a decomposition algorithm that is commonly used to solve large-scale two-stage stochastic programming problems. The classic single-cut L-shaped method usually suffer the performance issue because only a single optimality cut is applied at each major iteration. This paper presents an aggregated multi-cut version of the L-shaped method for solving two-stage transmission expansion planning (TEP) problems. This algorithm allows the user to control the aggregation level of the optimality cuts so that the overall computational performance can be improved. Simulation results show that the proposed algorithm is computationally more efficient than the classical L-shaped method.
KW - Algorithm
KW - decomposition
KW - L-shaped method
KW - transmission expansion planning
KW - uncertainty
UR - http://www.scopus.com/inward/record.url?scp=84956860791&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84956860791&partnerID=8YFLogxK
U2 - 10.1109/PESGM.2015.7285608
DO - 10.1109/PESGM.2015.7285608
M3 - Conference contribution
SN - 9781467380409
VL - 2015-September
BT - IEEE Power and Energy Society General Meeting
PB - IEEE Computer Society
ER -