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) |
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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 |
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Country/Territory | United States |
City | Denver |
Period | 7/26/15 → 7/30/15 |
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