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Stochastic nuclear outages semidefinite relaxations

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  • Agnès Gorge
  • Abdel Lisser
  • Riadh Zorgati

Abstract

This paper deals with stochastic scheduling of nuclear power plant outages. Focusing on the main constraints of the problem, we propose a stochastic formulation with a discrete distribution for random variables, that leads to a mixed 0/1 quadratically constrained quadratic program. Then we investigate semidefinite relaxations for solving this hard problem. Numerical results on several instances of the problem show the efficiency of this approach, i.e., the gap between the optimal solution and the continuous relaxation is on average equal to 53.35 % whereas the semidefinite relaxation yields an average gap of 2.76 %. A feasible solution is then obtained with a randomized rounding procedure. Copyright Springer-Verlag 2012

Suggested Citation

  • Agnès Gorge & Abdel Lisser & Riadh Zorgati, 2012. "Stochastic nuclear outages semidefinite relaxations," Computational Management Science, Springer, vol. 9(3), pages 363-379, August.
    • Handle: RePEc:spr:comgts:v:9:y:2012:i:3:p:363-379
    DOI: 10.1007/s10287-012-0148-0
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    References listed on IDEAS

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    1. Alexei Gaivoronski & Abdel Lisser & Rafael Lopez & Hu Xu, 2011. "Knapsack problem with probability constraints," Journal of Global Optimization, Springer, vol. 49(3), pages 397-413, March.
    2. Fourcade, Fabrice & Johnson, Ellis & Bara, Mourad & Cortey-Dumont, Philippe, 1997. "Optimizing nuclear power plant refueling with mixed-integer programming," European Journal of Operational Research, Elsevier, vol. 97(2), pages 269-280, March.
    3. GOEMANS, Michel X., 1998. "Semidefinite programming and combinatorial optimization," LIDAM Reprints CORE 1347, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

    1. Nicolas Dupin & El-Ghazali Talbi, 2021. "Matheuristics to optimize refueling and maintenance planning of nuclear power plants," Journal of Heuristics, Springer, vol. 27(1), pages 63-105, April.
    2. Froger, Aurélien & Gendreau, Michel & Mendoza, Jorge E. & Pinson, Éric & Rousseau, Louis-Martin, 2016. "Maintenance scheduling in the electricity industry: A literature review," European Journal of Operational Research, Elsevier, vol. 251(3), pages 695-706.

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