Stochastic nuclear outages semidefinite relaxations

Agnès Gorge (), Abdel Lisser () and Riadh Zorgati ()

Computational Management Science, 2012, vol. 9, issue 3, 363-379

Abstract: This paper deals with stochastic scheduling of nuclear power plant outages. Focusing on the main constraints of the problem, we propose a stochastic formulation with a discrete distribution for random variables, that leads to a mixed 0/1 quadratically constrained quadratic program. Then we investigate semidefinite relaxations for solving this hard problem. Numerical results on several instances of the problem show the efficiency of this approach, i.e., the gap between the optimal solution and the continuous relaxation is on average equal to 53.35 % whereas the semidefinite relaxation yields an average gap of 2.76 %. A feasible solution is then obtained with a randomized rounding procedure. Copyright Springer-Verlag 2012

Keywords: Stochastic optimization; Chance constrained programming; Semidefinite programming; Relaxation; Randomized rounding; Nuclear outages (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10287-012-0148-0

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