Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
480325 | European Journal of Operational Research | 2012 | 9 Pages |
We consider the application of Dantzig-Wolfe decomposition to stochastic integer programming problems arising in the capacity planning of electricity transmission networks that have some switchable transmission elements. The decomposition enables a column-generation algorithm to be applied, which allows the solution of large problem instances. The methodology is illustrated by its application to a problem of determining the optimal investment in switching equipment and transmission capacity for an existing network. Computational tests on IEEE test networks with 73 nodes and 118 nodes confirm the efficiency of the approach.
► We model the stochastic capacity expansion problem in electricity networks with switching. ► We provide a Dantzig-Wolfe reformulation of the problem. ► We discuss integrality of the reformulation. ► Computational results with branch-and-price confirm the superiority of the method. ► Results show that the LP-relaxation of the reformulation often yield integer solutions.