Benders Decomposition for multi-stage stochastic mixed complementarity problems-Applied to a global natural gas market model

European Journal of Operational Research

Volumn 226, Issue 2, 2013, Pages 341-353

  Egging, Ruud ^a  

^a NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

Author keywords

Benders Decomposition; Natural gas market models; Optimality cut; OR in energy; Stochastic mixed complementarity problem; Stochastic programming

Indexed keywords

BENDERS DECOMPOSITION; MIXED COMPLEMENTARITY PROBLEMS; NATURAL GAS MARKETS; OPTIMALITY; OR IN ENERGY;

ALGORITHMS; COMMERCE; INVESTMENTS; NATURAL GAS; OPTIMIZATION; STOCHASTIC MODELS; STOCHASTIC PROGRAMMING; STOCHASTIC SYSTEMS; VARIATIONAL TECHNIQUES;

PROBLEM SOLVING;

EID: 84872119874     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2012.11.024     Document Type: Article

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