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SUMMARY:A Two-Stage Model for Planning Energy Investment under Uncertainty
  - Claudia Sagastizabal (Universidade Estadual de Campinas)
DTSTART:20190319T134500Z
DTEND:20190319T143000Z
UID:TALK121270@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:We consider risk-averse stochastic programming models for the 
 Generation and Expansion Planning(GEP) problem with investment decisions i
 n the first stage and generation variables of recourse\, decided in a seco
 nd stage. The resulting problem is coupled both along scenarios and along 
 power plants. To achieve decomposition\, we combine the Progressive Hedgin
 g approach in [1] with a suitable duplication of variables [2]. The result
 ing nonsmooth dual function can then be solved with an inexact dual proxim
 al bundle method\, as in [3]. The procedure defines a primal-dual sequence
  that\, under reasonable assumptions\, is shown to converge to a primal-du
 al solution of the original problem.Claudia Sagastizabal andF. Atenas
LOCATION:Seminar Room 1\, Newton Institute
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