Applying Global Optimization to a Problem in Short-Term Hydrothermal Scheduling
A method for modeling a real constrained optimization problem as a reverse convex programming problem has been developed from a new procedure of representation of a polynomial function as a difference of convex polynomials. An adapted algorithm, which uses a combined method of outer approximation and prismatical subdivisions, has been implemented to solve this problem. The solution obtained with a local optimization package is also included and their results are compared.
KeywordsCanonical d.c. program εapproximate optimal solution normal subdivision rule prismatical and conical subdivision outer approximation semi-infinite program
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