Lecture 8: Optimization problems with decomposable structure
Course: Advanced Optimization and Game Theory for Energy Systems Lecturer: Jalal Kazempour (Technical University of Denmark, DTU) This is an online intense PhD-level course that took place during the first 3 weeks of January 2021 with 120 students from all over the world. Slides are available at: https://www.jalalkazempour.com/teachi... Course description: https://kurser.dtu.dk/course/2022-202... Course content: Course introduction ( • Course introduction ) Lecture 1: Market clearing as an optimization problem ( • Lecture 1: Market clearing as an optimizat... ) Lecture 2: Market clearing as an equilibrium problem ( • Lecture 2: Market clearing as an equilibri... ) Lecture 3: Desirable properties of market-clearing mechanisms ( • Lecture 3: Desirable properties of market-... ) Lecture 4: Market clearing using a cooperative game approach ( • Lecture 4: Market clearing using a coopera... ) Lecture 5: Stochastic market clearing ( • Lecture 5: Stochastic market clearing ) Lecture 6: Robust approaches for market clearing ( • Lecture 6: Robust approaches for market cl... ) Lecture 7: Bilevel programming in energy systems ( • Lecture 7: Bilevel programming in energy s... ) Lecture 8: Optimization problems with decomposable structure ( • Lecture 8: Optimization problems with deco... ) Lecture 9: Benders’ decomposition: Theory ( • Lecture 9: Benders’ decomposition: Theory ) Lecture 10a: Benders’ decomposition: Applications ( • Lecture 10a: Benders’ decomposition: Appli... ) Lecture 10b: Nested Benders’ decomposition ( • Lecture 10b: Nested Benders’ decomposition ) Lecture 11: Augmented Lagrangian relaxation ( • Lecture 11: Augmented Lagrangian relaxation ) Lecture 12: Variants of ADMM and applications ( • Lecture 12: Variants of ADMM and applications )
Lecture 9: Benders’ decomposition: Theory
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Lecture 7: Bilevel programming in energy systems
Lecture 1: Introduction to electricity markets
Constrained Optimization: Intuition behind the Lagrangian
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Lecture 11: Augmented Lagrangian relaxation
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Lecture 10: Offering strategy in ancillary service markets
Lecture 10a: Benders’ decomposition: Applications
Understanding Lagrange Multipliers Visually
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Lecture 6: Robust approaches for market clearing
