使用Benders分解法求解机组组合问题我要分享

Using Benders Decomposition Method to solve unit commitment problem

Benders分解法 机组组合

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代码分类: Simulink仿真

开发平台: matlab

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代码描述

中文说明:

Benders分解算法是J.F.Benders在1962年首先提出的,是一种求解混合整数规划问题的算法。Benders分解算法将具有复杂变量的规划问题分解为线性规划和整数规划,用割平面的方法分解出主问题与子问题,通过迭代的方法求解出最优值。 Benders分解算法是一个很常用的算法,用来计算像最小整数非线性规划问题和随机规划问题之类的难以计算的难题。 理论上来说,Benders 算法是能解决大部分的整数规划问题。在实际运用中,它主要是从求解的运算次数和运算时间上来使求解问题得到优化。



English Description:

Benders Decomposition algorithm was first proposed by J. F. benders in 1962. It is an algorithm for solving mixed integer programming problems. Benders Decomposition algorithm decomposes the programming problem with complex variables into linear programming and integer programming. The main problem and subproblem are decomposed by cutting plane method, and the optimal value is solved by iterative method. Benders Decomposition algorithm is a very common algorithm, which is used to solve some difficult problems such as minimum integer nonlinear programming and stochastic programming. In theory, benders algorithm can solve most integer programming problems. In practical application, it is mainly from the number of operations and operation time to optimize the problem. ​


代码预览

MILP

MILP\data_IEEE39.m

MILP\ecoDisp.m

MILP\MILP_UC.asv

MILP\MILP_UC.m

MILP\MILP_UC_100.asv

MILP\MILP_UC_100.m

MILP\prod_cost.m

MILP\prod_cost_linear.m

MILP\UC.m