Lecture 11: Augmented Lagrangian relaxation

Course: Advanced Optimization and Game Theory for Energy Systems Lecturer: Jalal Kazempour (Technical University of Denmark, DTU) This is an online intense PhD-level course that took place during the first 3 weeks of January 2021 with 120 students from all over the world. Slides are available at: https://www.jalalkazempour.com/teaching Course description: https://kurser.dtu.dk/course/2022-202... Course content: Course introduction (   • Course introduction  ) Lecture 1: Market clearing as an optimization problem (   • Lecture 1: Market clearing as an optimizat...  ) Lecture 2: Market clearing as an equilibrium problem (   • Lecture 2: Market clearing as an equilibri...  ) Lecture 3: Desirable properties of market-clearing mechanisms (   • Lecture 3: Desirable properties of market-...  ) Lecture 4: Market clearing using a cooperative game approach (   • Lecture 4: Market clearing using a coopera...  ) Lecture 5: Stochastic market clearing (   • Lecture 5: Stochastic market clearing  ) Lecture 6: Robust approaches for market clearing (   • Lecture 6: Robust approaches for market cl...  ) Lecture 7: Bilevel programming in energy systems (   • Lecture 7: Bilevel programming in energy s...  ) Lecture 8: Optimization problems with decomposable structure (   • Lecture 8: Optimization problems with deco...  ) Lecture 9: Benders’ decomposition: Theory (   • Lecture 9: Benders’ decomposition: Theory  ) Lecture 10a: Benders’ decomposition: Applications (   • Lecture 10a: Benders’ decomposition: Appli...  ) Lecture 10b: Nested Benders’ decomposition (   • Lecture 10b: Nested Benders’ decomposition  ) Lecture 11: Augmented Lagrangian relaxation (   • Lecture 11: Augmented Lagrangian relaxation  ) Lecture 12: Variants of ADMM and applications (   • Lecture 12: Variants of ADMM and applications  )