Tutorial on cutting plane methods for economic dispatch problems
نویسنده
چکیده
In this article, three economic dispatch examples will be given to show the philosophy and general steps on cutting plane methods (Bender’s decomposition and Branch and Bound (B&B) algorithm). Bender’s decomposition employs duality to generate cuts, while B&B employs linear programming (LP) relaxation to find lower bound for a minimization problem and generate subregions. We will show a continuous variable problem solved by Bender’s decomposition and then show a mixed integer programming (MIP) problem solved by both Bender’s decomposition and B&B algorithm. In addition, demo codes in CVX will be given. This article also serves as an example how to tackle a new area and how to learn a new algorithm or method. Our approach is learning by simple examples.
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