Coussirou, Jean (2012) Application de la décomposition de Dantzig-Wolfe au problème de placement journalier de la production PFE - Project Graduation, ENSTA.



This work intends to provide an answer to the question how to solve the problem of managing daily production for an electricity producer such as EDF using a particular method of linear programming. The main goal is to be able to obtain a better lower bound of the solution or even a better solution than with the current method. We consider the deterministic problem of managing daily production, which is designed to satisfy the demand while producing electricity for a cost as low as possible. Instead of trying to solve the problem directly using existing solvers, we propose here a method which consits in dividing the general problem into smaller ones easier to solve, this is the idea of Dantzig-Wolfe decomposition. It is introduced in the second part and tested on a simpler model in order to make some improvements. Finally, we compare the efficency of this decomposition with the current method used at EDF which is a lagrangian decomposition.

Item Type:Thesis (PFE - Project Graduation)
Uncontrolled Keywords:Reduced cost, linear programming, Dantzig-Wolfe, columns generation, lagran- gian decomposition.
Subjects:Mathematics and Applications
ID Code:6466
Deposited By:Sophie Chouaf
Deposited On:04 déc. 2013 10:32
Dernière modification:04 déc. 2013 10:38

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