/lagrangian_example

Lagrangian Decomposition Example

Primary LanguageJupyter NotebookMIT LicenseMIT

Lagrangian Example

Sample code to showcase:

  • Mathematical Programming and Mixed-Integer Programming
  • Lagrangian decomposition
  • Stochastic programming

applied to "power plant scheduling problem" a.k.a. the Unit Commitment Problem (UCP).

The code has been used to produce content for some of my talks. See slides deck ATaverna_DLI_2022.pdf for the talk at DeepLearning Italia / Codemotion Italy in 2022 (audio in Italian).

UCP Data

The example data for the UCP has been generated using the "ucig" code available at prof. Frangioni's CommaLAB webpage under "Deterministic Unit Commitment".

Usage

Install requirements via requirements.txt.

Content is in runnable notebooks:

  • Knapsack for knapsack problem
  • UCP, UCP_Lagrangian and UCP_Stochastic for UCP.
  • Non-smooth Dual Example shows an example of non-smooth problem, written in Markdown/LaTeX

License

Licensed according to MIT licence, see LICENSE.txt