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 Topic 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. Literature Bertsekas, D. P. (1999). Nonlinear Programming. Athena Scientific. Bonnans, J., Gilbert, J., Lemaréchal, C., and Segastizábal, C. (2003). Numerical optimization: theoretical and practical aspects. Springer-Verlag GmbH Boyd, S. (2007). EE364a: Convex Optimization I. Lecture. Boyd, S. (2008). EE364b: Convex Optimization II. Lecture. Boyd, S. and Vandenberghe, L. (2004). Convex Optimization. Cambridge University Press. Conejo, A. J., Castillo, E., Mínguez, R., and García-Bertrand, R. (2006). Decomposition Techniques in Mathematical Programming. Springer. Sagastizábal, C. (2012). Divide to conquer: decomposition methods for energy optimization. Mathematical Programming, 134(1):187–222.