Steepest Ascent Decomposition Methods for Mathematical Programming/Economic Equilibrium Energy Planning Models
Author(s)Shapiro, Jeremy F., 1939-
A number of energy planning models have been proposed for combining econometric submodels which forecast the supply and demand for energy commodities with a linear programming submodel which optimizes the processing and transportation of these commodities. We show how convex analysis can be used to decompose these planning models into their econometric and linear programming components. Steepest ascent methods are given for optimizing the decomposition, or equivalently, for computing economic equilibria for the planning models.
Massachusetts Institute of Technology, Operations Research Center
Operations Research Center Working Paper;OR 046-76