JuliaCon 2023

Alireza Shefaei

He received the B.Sc. degree in electrical engineering from Azarbaijan Shahid Madani University (ASMU), Tabriz, Iran, in 2014. He spent five semesters of his B.Sc. degree at University of Tabriz, Tabriz, Iran, where he received the M.Sc. degree in electrical engineering, in 2018. He is currently pursing his PhD degree in water management at Delft University of Technology, Delft, Netherlands. His main research interest includes application of optimization algorithms in networked infrastructures.


Session

07-26
10:35
10min
Nested approaches for multi-stage stochastic planning problems
Alireza Shefaei, Edo Abraham

We present a JuMP-based solver that combines a nested primal-dual decomposition technique and convex relaxation approaches for tackling non-convex multi-stage stochastic programming problems. The approach addresses optimal long-term water supply infrastructure planning with feasibility constraints at operational timescales. We combine an outer primal decomposition of planning stages and inner dual ones of operating scenarios, with convexified non-anticipative constraints relaxed for scenarios.

JuMP
Online talks and posters