Abstract
In this chapter, we present a series of computational results for the solution of the D-OPGen and S-OPGen problem with the aim of documenting the performance of the solution approaches presented in the previous chapters. In Section 8.1, we start with a description of the problem instances considered for the computations by specifying the power generation system, followed by the presentation of the generated scenario trees. Subsequently, we computationally investigate the incorporation of facets determined for the stochastic switching polytope of Chapter 4 as cutting planes to a branchand-cut algorithm. The main focus of this chapter lies on the investigation on the computational behavior of the SD-BB algorithm whose development and implementation has been described in the previous two chapters. In this context, we perform a systematic calibration of the applied methods and parameters with the aim of obtaining general suggestions for the setting. On this basis the algorithm is applied to instances of larger size where we scale the basic characteristics which define a problem instance of the S-OPGen problem.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Rights and permissions
Copyright information
© 2011 Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH
About this chapter
Cite this chapter
Mahlke, D. (2011). Computational Results. In: A Scenario Tree-Based Decomposition for Solving Multistage Stochastic Programs. Vieweg+Teubner. https://doi.org/10.1007/978-3-8348-9829-6_8
Download citation
DOI: https://doi.org/10.1007/978-3-8348-9829-6_8
Publisher Name: Vieweg+Teubner
Print ISBN: 978-3-8348-1409-8
Online ISBN: 978-3-8348-9829-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)