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Solving generation expansion planning problems with environmental constraints by a bundle method

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Abstract

We discuss the energy generation expansion planning with environmental constraints, formulated as a nonsmooth convex constrained optimization problem. To solve such problems, methods suitable for constrained nonsmooth optimization need to be employed. We describe a recently developed approach, which applies the usual unconstrained bundle techniques to a dynamically changing “improvement function”. Numerical results for the generation expansion planning are reported.

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Correspondence to Claudia Sagastizábal.

Additional information

C. Sagastizábal is on leave from INRIA Rocquencourt, France.

C. Sagastizábal’s research was partially supported by CNPq Grant No. 300345/2008-9, FAPERJ and PRONEX-Optimization. M. Solodov’s research was partially supported by CNPq Grant 300513/2008-9, FAPERJ and PRONEX-Optimization.

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Sagastizábal, C., Solodov, M. Solving generation expansion planning problems with environmental constraints by a bundle method. Comput Manag Sci 9, 163–182 (2012). https://doi.org/10.1007/s10287-012-0139-1

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  • DOI: https://doi.org/10.1007/s10287-012-0139-1

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