György E. Révész
Theoretical Computer Science
We consider a special class of non-convex programs that are encountered in dispatching the generating units of an electric company. The general form of these problems is {min cTx≤Ajxj≤u j,xj≥0,∑j=1mx i,tj=fi(yi,t),By=d,y≥0}, where c≥0, all entries in A are non-negative, and fi(yi,t)≥0. We show that one can achieve global optimality in the case of lj=0. For the special case in which Aj is a vector of ones, we suggest an alternative formulation in which the non-linearity is moved to the objective function. Numerical results indicate significant improvement in the number of iterations and computer time needed to solve the problem.
György E. Révész
Theoretical Computer Science
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