Lecture 8: Optimization problems with decomposable structure

Course: Advanced Optimization and Game Theory for Energy Systems Lecturer: Jalal Kazempour (Technical University of Denmark, DTU) This is an online intense PhD-level course that took place during the first 3 weeks of January 2021 with 120 students from all over the world. Slides are available at: https://www.jalalkazempour.com/teaching/phd-advanced-optimization-and-game-theory-for-energy-systems Course description: https://kurser.dtu.dk/course/2022-2023/46925 Course content: - Course introduction (https://youtu.be/Li5WZOeFeUQ?feature=shared) - Lecture 1: Market clearing as an optimization problem (https://youtu.be/pTxHvqpEegQ?feature=shared) - Lecture 2: Market clearing as an equilibrium problem (https://youtu.be/Dg64manEFRY?feature=shared) - Lecture 3: Desirable properties of market-clearing mechanisms (https://youtu.be/hhtOAsXlxq8?feature=shared) - Lecture 4: Market clearing using a cooperative game approach (https://youtu.be/xZ2SEpgLrKk?feature=shared) - Lecture 5: Stochastic market clearing (https://youtu.be/8rWrxtH_IsM?feature=shared) - Lecture 6: Robust approaches for market clearing (https://youtu.be/GoZbvRV1FMs?feature=shared) - Lecture 7: Bilevel programming in energy systems (https://youtu.be/STQRFr4praA?feature=shared) - Lecture 8: Optimization problems with decomposable structure (https://youtu.be/kluugyDZ8qs?feature=shared) - Lecture 9: Benders’ decomposition: Theory (https://youtu.be/bJy4373v7Uo?feature=shared) - Lecture 10a: Benders’ decomposition: Applications (https://youtu.be/NOBde8kEOj0?feature=shared) - Lecture 10b: Nested Benders’ decomposition (https://youtu.be/8Quld8Db5lQ?feature=shared) - Lecture 11: Augmented Lagrangian relaxation (https://youtu.be/MWPJAl84Sac?feature=shared) - Lecture 12: Variants of ADMM and applications (https://youtu.be/q2ZETyhAAfE?feature=shared)