Workshop on decomposition techniques in mathematical programming for Wien Energie
Course-Number Instructor Time Location Date
Christoph Graf 9am -- 5pm Wien Energie, Spittelauer Lände 45, 1090 Wien Nov 29, 2013

    This workshop is designed for the strategy department of the Viennese utility Wien Energie. We discuss decomposition techniques in mathematical programming in order to solve large problems, e.g., a large dispatch model, which can be used to model electricity prices. After an introduction to the topic we will apply different numerical methods to solve nondifferentiable functions (subgradient method, cutting plane method, bundle method). The whole workshop is enriched with various examples wich are solved in Matlab.

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