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.
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Gorge, A., Lisser, A. & Zorgati, R. Stochastic nuclear outages semidefinite relaxations. Comput Manag Sci 9, 363–379 (2012). https://doi.org/10.1007/s10287-012-0148-0
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DOI: https://doi.org/10.1007/s10287-012-0148-0