We show that the convex envelope of the objective function of Mixed-Integer Programming problems with a specific structure is the perspective function of the continuous part of the objectiveâ€¦ (More)

We present a dynamic programming algorithm for solving the single-unit commitment (1UC) problem with ramping constraints and arbitrary convex cost functions. The algorithm is based on a new approachâ€¦ (More)

The short-term unit commitment (UC) problem in hydrothermal power generation is a large-scale, mixed-integer nonlinear program, which is difficult to solve efficiently, especially for large-scaleâ€¦ (More)

The paper presents a simple and effective Lagrangian relaxation approach for the solution of the optimal short-term unit commitment problem in hydrothermal power generation systems. The proposedâ€¦ (More)

It is well-known that the Lagrangian dual of an Integer Linear Program (ILP) provides the same bound as a continuous relaxation involving the convex hull of all the optimal solutions of theâ€¦ (More)

One of the foremost difficulties in solving Mixed-Integer Nonlinear Programs, either with exact or heuristic methods, is to find a feasible point. We address this issue with a new feasibility pumpâ€¦ (More)

This paper presents a comprehensive survey of models and algorithms for multicommodity capacitated network design problems, which are mostly encountered in telecommunications and transportationâ€¦ (More)

We present a Cost Decomposition approach for the linear Multicommodity Min-Cost Flow problem, where the mutual capacity constraints are dualized and the resulting Lagrangean Dual is solved with aâ€¦ (More)