Project-related papers

[wAc2013] W. van Ackooij "Decomposition Approaches for Block-Structured Chance-Constrained Programs with Application to Hydro-Thermal Unit-Commitment" Mathematical Methods of Operations Research 80(3), 227–253, 2014

[wAc2014] W. van Ackooij "A comparison of four approaches from stochastic programming for large-scale unit-commitment" Euro Journal on Computational Optimization 5(1-2), 119–147, 2017

[vAFr16] W. van Ackooij, A. Frangioni "Incremental bundle methods using upper models" Technical Report, Dipartimento di Informatica, Università di Pisa, 2016

[vAFdO16] W. van Ackooij, A. Frangioni, W. de Oliveira "Inexact Stabilized Benders' Decomposition Approaches, with Application to Chance-Constrained Problems with Finite Support" Computational Optimization and Applications 65(3), 637–669, 2016

[wASa14] W. van Ackooij, C. Sagastizábal "Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems", SIAM Journal on Optimization 24(6), 733–765, 2014

[wASa16] W. van Ackooij, J. Malick "Decomposition algorithm for large-scale two-stage unit-commitment", Annals of Operations Research 238(1), 587–613, 2016

[AFGG11] A. Astorino, A. Frangioni, M. Gaudioso, E. Gorgone "Piecewise Quadratic Approximations in Convex Numerical Optimization" SIAM Journal on Optimization 21(4), 1418–1438, 2011

[BADF09] H. Ben Amor, J. Desrosiers, A. Frangioni "On the Choice of Explicit Stabilizing Terms in Column Generation" Discrete Applied Mathematics 157(6), 1167–1184, 2009

[BCOl14] J.Y. Bello Cruz, W. Oliveira "Level bundle-like algorithms for convex optimization" Journal of Global Optimization 59(4), 787–809, 2014

[BGLS] J.F. Bonnans, J.Ch. Gilbert, C. Lemarèchal, C. Sagastizábal "Numerical Optimization. Theoretical and Practical Aspects" Springer-Verlag, Berlin, 2006

[BFLN03] A. Borghetti, A. Frangioni, F. Lacalandra, C.A. Nucci "Lagrangian Heuristics Based on Disaggregated Bundle Methods for Hydrothermal Unit Commitment" IEEE Transactions on Power Systems 18(1), 313–323, 2003

[BFLNP03] A. Borghetti, A. Frangioni, F. Lacalandra, C.A. Nucci, P. Pelacchi "Using of a Cost-Based Unit Commitment Algorithm to Assist Bidding Strategy Decisions" Proceedings IEEE 2003 Powerteck Bologna Conference, A. Borghetti, C.A. Nucci and M. Paolone editors, Paper n. 547, 2003

[BLMMP08] O. Briant, C. Lemarèchal, Ph. Meurdesoif, S. Michel, N. Perrot, F. Vanderbeck "Comparison of bundle and classical column generation" Mathematical Programming 113, 299–344, 2008

[Coh80] G. Cohen "Auxiliairy problem principle and decomposition of optimization problems" Journal of optimization Theory and Applications 32(3), 277–305, 1980

[CoZh83] G. Cohen, D.L. Zhu "Decomposition-coordination methods in large-scale optimization problems: the non-differentiable case and the use of augmented Lagrangians" Large Scale Systems, Theory and Applications 1, 1983

[DMPO08] J.M. Damazio, M.E.P. Maceira, D.D.J. Penna, W.L. Oliveira "Validation of Streamflow Scenarios for Scheduling in the Brazilian Hydro Thermal Electric Generation System" in Hydro Predict, Prague, 2008

[DFLL12] C. D'Ambrosio, A. Frangioni, L. Liberti, A. Lodi "A Storm of Feasibility Pumps for Nonconvex MINLP" Mathematical Programming 136(2), 375–402, 2012

[dAFr09] G. d'Antonio, A. Frangioni "Convergence Analysis of Deflected Conditional Approximate Subgradient Methods" SIAM Journal on Optimization 20(1), 357–386, 2009

[deOli16] W. de Oliveira "Regularized optimization methods for convex MINLP problems" TOP 24(3), 665–692, 2016

[DuGL05] L. Dubost, R. Gonzalez, and C. Lemarèchal "A primal-proximal heuristic applied to french unitcommitment problem" Mathematical Programming 104(1), 129–151, 2005

[EmSa10] G. Emiel, C. Sagastizábal "Incremental-like bundle methods with application to energy planning" Computational Optimization and Applications 46, 305–332, 2010

[Fr05] A. Frangioni "About Lagrangian Methods in Integer Optimization" Annals of Operations Research 139, 163–193, 2005

[Fr02] A. Frangioni "Generalized Bundle Methods" SIAM Journal on Optimization 13(1), 117–156, 2002

[FrGe06a] A. Frangioni, C. Gentile "Perspective Cuts for a Class of Convex 0-1 Mixed Integer Programs" Mathematical Programming 106(2), 225–236, 2006

[FrGe06b] A. Frangioni, C. Gentile "Solving Nonlinear Single-Unit Commitment Problems with Ramping Constraints" Operations Research 54(4), 767–775, 2006

[FrGL11] A. Frangioni, C. Gentile, F. Lacalandra "Sequential Lagrangian-MILP Approaches for Unit Commitment Problems" International Journal of Electrical Power and Energy Systems 33, 585–593, 2011

[FrGL09] A. Frangioni, C. Gentile, F. Lacalandra "Tighter Approximated MILP Formulations for Unit Commitment Problems" IEEE Transactions on Power Systems 24(1), 105–113, 2009

[FrGL08] A. Frangioni, C. Gentile, F. Lacalandra "Solving Unit Commitment Problems with General Ramp Contraints" International Journal of Electrical Power and Energy Systems 30, 316–326, 2008

[FrGL06] A. Frangioni, C. Gentile, F. Lacalandra "New Lagrangian Heuristics for Ramp-Constrained Unit Commitment Problems" Proceedings of the 19th Mini-EURO Conference in Operational Research Models and Methods in the Energy Sector (ORMMES 2006), Coimbra, 6-8 September 2006

[FrGe13] A. Frangioni, B. Gendron "A Stabilized Structured Dantzig-Wolfe Decomposition Method" Mathematical Programming 140, 45–76, 2013

[FrGo14] A. Frangioni, E. Gorgone "Generalized Bundle Methods for Sum-Functions with ``Easy'' Components: Applications to Multicommodity Network Design" Mathematical Programming 145(1), 133–161, 2014

[FrGG15] A. Frangioni, E. Gorgone, B. Gendron "On the Computational Efficiency of Subgradient Methods: a Case Study in Combinatorial Optimization" Technical Report CIRRELT-2015-41, 2015

[GuSa12] V. Guigues, C. Sagastizábal "The value of rolling horizon policies for risk-averse hydro- thermal planning" European Journal of Operations Research 217, 219–240, 2012

[DBML10] G. Hechme-Doukopoulos, S. Brignol-Charousset, J. Malick, C. Lemarèchal "The short-term electricity production management problem at EdF" Optima 84, 2010

[HuLe93] J.-B. Hiriart-Urruty and C. Lemarèchal "Convex Analysis and Minimization Algorithms" Number 305-306 in Grund. der math. Wiss., Springer-Verlag, 1993

[LeSa97] C. Lemarèchal and C. Sagastizábal "Variable metric bundle methods: from conceptual to implementable forms" Mathematical Programming 76, 393–410, 1997

[Lem01] C. Lemarèchal "Lagrangian relaxation" in Computational Combinatorial Optimization, 112–156, 2001

[LSS14a] J.P. Luna, C. Sagastizábal, M. Solodov "Complementarity and Game-Theoretical Models for Equilibria in Energy Markets: Deterministic and Risk-Averse Formulations" International Series in Operations Research and Management Science, Springer, 231–258, 2014

[LSS14b] J.P. Luna, C. Sagastizábal, M. Solodov "A class of Dantzig-Wolfe type decomposition methods for variational inequality problems" Mathematical Programming 143(1-2), 177–209, 2014

[MDOP09] M.E.P. Maceira, J. M. Damazio, W.L. Oliveira, D.D.J. Penna "Compatibility Between Streamflow and Energy Scenarios for the Brazilian Hydrothermal Operation Planning" in XX Seminario Nacional de Producao e Transmissao de Energia Eletrica, Brazil, 2009

[MaRo13] J. Malick, F. Roupin "On the bridge between combinatorial optimization and nonlinear optimization: a family of semidefinite bounds for 0-1 quadratic problems leading to quasi-newton methods" Mathematical Programming 140(1), 99–124, 2013

[MoPS] L. Moulin, M. Poss, C. Sagastizábal "Transmission expansion planning with re-design" Energy Systems 1, 113–139, 2010

[OlS14a] W.L. Oliveira, C. Sagastizábal "Level Bundle Methods for Oracles with On-Demand Accuracy", Optimization Methods and Software 29(6), 1180–1209, 2014

[OlS14b] W.L. Oliveira, C. Sagastizábal "Bundle Methods In The XXIst Century: A Bird’s-eye View", Pesquisa Operacional 34(2), 647-–70, 2014

[OlSL14] W.L. Oliveira, C. Sagastizábal, C. Lemarèchal "Convex proximal bundle methods in depth: a unified analysis for inexact oracles", Mathematical Programming 148(1-2), 241–27, 2014

[OlSS11] W.L. Oliveira, C. Sagastizábal, S. Scheimberg "Inexact Bundle Methods for Two-Stage Stochastic Programming" SIAM Journal on Optimization 21 517–544, 2011

[OlZM17] W. Oliveira, S. Zaourar, J. Malick "Uncontrolled inexact information within bundle methods" EURO Journal on Computational Optimization 5(1-2), 5–29, 2017

[OSPMD1010] W.L. Oliveira, C. Sagastizábal, D.D.J. Penna, M.E.P. Maceira, J.M. Damazio "Optimal scenario tree reduction for stochastic streamflows in power generation planning problems" Optimization Methods and Software 25, 917–936, 2010

[Rus95] A. Ruszczynski "On Convergence of an Augmented Lagrangian Decomposition Method for Sparse Convex Optimization" Mathematics of Operations Research 20(3), 634–656, 1995

[TAFL15] M. Tahanan, W. van Ackooij, A. Frangioni, F. Lacalandra "Large-scale Unit Commitment under uncertainty: a literature survey" 4OR (2), 1154–171, 2015

[ZaMa13] S. Zaourar, J. Malick "Stabilization of inexact prices in unit-commitment problems" Mathematical Methods of Operation Research 78(3), 3414–359, 2013