Cover Image

Penalty-Free SDDP: Feasibility Cuts for Robust Multi-Stage Stochastic Optimization in Energy Planning

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Freitas, Guilherme, Junior, Luiz Carlos da Costa, Andrade, Tiago, Street, Alexandre
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 90C15 (Primary), 90C90(Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimizing Flexibility in Power Systems by Maximizing the Region of Manageable Uncertainties
by: Zingler, Aron, et al.
Published: (2024)

Optimization of Closed-Loop Shallow Geothermal Systems Using Analytical Models
by: Heinzel, Oliver, et al.
Published: (2026)

Introducing Clause Cuts: Strong No-Good Cuts for MaxSAT Problems in Mixed Integer Linear Programming
by: Engelhardt, Max, et al.
Published: (2025)

Bus Fleet Electrification Planning Through Logic-Based Benders Decomposition and Restriction Heuristics
by: Legault, Robin, et al.
Published: (2025)

Fix-and-Propagate Heuristics Using Low-Precision First-Order LP Solutions for Large-Scale Mixed-Integer Linear Optimization
by: Kempke, Nils-Christian, et al.
Published: (2025)

Optimal routing and transmission strategies for UAV reconnaissance missions with detection threats
by: Badenbroek, Riley, et al.
Published: (2024)

Optimistic Bilevel Optimization with Composite Lower-Level Problem
by: Solla, Mattia, et al.
Published: (2026)

Solving Min-Cost Concave Generalized Dynamic Flows and Approximating Dynamic Optimal Power Flows
by: Rothschild, Jacob H.
Published: (2024)

Epi-Consistent Approximation of Stochastic Dynamic Programs
by: Keehan, Dominic S. T., et al.
Published: (2025)

Solving Low-Rank Semidefinite Programs via Manifold Optimization
by: Wang, Jie, et al.
Published: (2023)

Assignment-Routing Optimization with Cutting-Plane Subtour Elimination: Solver and Benchmark Dataset
by: Yuan, Qilong
Published: (2025)

A Bilevel Hierarchy of Strengthened Complex Moment Relaxations for Complex Polynomial Optimization
by: Wang, Jie
Published: (2024)

ZOBA: An Efficient Single-loop Zeroth-order Bilevel Optimization Algorithm
by: Rando, Marco, et al.
Published: (2026)

On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control
by: Keehan, Dominic S. T., et al.
Published: (2025)

Subpath-Based Column Generation for Electric Vehicle Routing Problems
by: Jacquillat, Alexandre, et al.
Published: (2024)

A Comparison of Models for Rolling Stock Scheduling
by: Grimm, Boris, et al.
Published: (2023)

Simulation-Optimization Approaches for the Network Immunization Problem with Quarantining
by: Hoogervorst, Rowan, et al.
Published: (2024)

Predict-then-Calibrate: A New Perspective of Robust Contextual LP
by: Sun, Chunlin, et al.
Published: (2023)

Box Allocation Optimization in Meal Kit Delivery
by: Nguyen, Thi Minh Thu, et al.
Published: (2025)

A sensitivity-based method for bilevel optimization problems: Theoretical analysis and computational performance
by: Nolasco, Eduardo, et al.
Published: (2025)

CCOpt: an Open-Source Solver for Large-Scale Mathematical Programs with Complementarity Constraints
by: Pozharskiy, Anton, et al.
Published: (2026)

A Dual Riemannian ADMM Algorithm for Low-Rank SDPs with Unit Diagonal
by: Wang, Jie, et al.
Published: (2025)

Augmentation Algorithms for Integer Programs with Total Variation-like Regularization
by: Yang, Dominic, et al.
Published: (2025)

A Structured Proximal Stochastic Variance Reduced Zeroth-order Algorithm
by: Rando, Marco, et al.
Published: (2025)

Boscia.jl: A review and tutorial
by: Xiao, Wenjie, et al.
Published: (2025)

Progressively Strengthening and Tuning MIP Solvers for Reoptimization
by: Patel, Krunal Kishor
Published: (2023)

Developing heuristic solution techniques for large-scale unit commitment models
by: Kempke, Nils-Christian, et al.
Published: (2025)

Implied Integrality in Mixed-Integer Optimization
by: van der Hulst, Rolf, et al.
Published: (2025)

Second-order cone programming for distributionally robust compliance optimization of trusses considering input distribution uncertainty
by: Fujiyama, Takumi, et al.
Published: (2025)

CHAP: A Hybrid GPU-CPU Heuristic for MIP
by: Tjusila, Gennesaret Kharistio, et al.
Published: (2026)

A Highly Efficient Adaptive-Sieving-Based Algorithm for the High-Dimensional Rank Lasso Problem
by: Bai, Xiaoning, et al.
Published: (2022)

A solution procedure for minimizing total completion time in a parallel-batching environment
by: Alfieri, Arianna, et al.
Published: (2020)

Efficient arc-flow formulations for makespan minimisation on parallel machines with a common server
by: Druetto, Alessandro, et al.
Published: (2024)

A model-free approach for solving choice-based competitive facility location problems using simulation and submodularity
by: Legault, Robin, et al.
Published: (2022)

Efficiency and Convergence Insights in Large-Scale Optimization Using the Improved Inexact-Newton-Smart Algorithm and Interior-Point Framework
by: Renani, Neda Bagheri, et al.
Published: (2025)

Two-stage heuristic algorithm for a new variant of the multi-compartment vehicle routing problem with stochastic demands
by: Gonçalves-Dosantos, Juan Carlos, et al.
Published: (2024)

Superadditivity-based valid inequalities and asymptotic bounds for the vehicle routing problem with stochastic demands
by: Legault, Robin, et al.
Published: (2025)

A belief-state restless bandit model for treatment adherence: Whittle indexability via partial conservation laws
by: Niño-Mora, José, et al.
Published: (2026)

Automating Idealness Proofs for Binary Programs with Application to Rectangle Packing
by: Fravel, Jamie, et al.
Published: (2026)

Constraint Qualification for Generic Parameter Families of Constraints in Optimization
by: Hamada, Naoki, et al.
Published: (2025)