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Claus C. Carøe

Researcher at University of Copenhagen

Publications -  5
Citations -  889

Claus C. Carøe is an academic researcher from University of Copenhagen. The author has contributed to research in topics: Stochastic programming & Integer programming. The author has an hindex of 5, co-authored 5 publications receiving 819 citations.

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Dual decomposition in stochastic integer programming

TL;DR: An algorithm for solving stochastic integer programming problems with recourse, based on a dual decomposition scheme and Lagrangian relaxation, which can be applied to multi-stage problems with mixed-integer variables in each time stage.
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L -shaped decomposition of two-stage stochastic programs with integer recourse

TL;DR: The L-shaped method of stochastic linear programming is generalized to these problems by using generalized Benders decomposition and finite convergence of the method is established when Gomory’s fractional cutting plane algorithm or a branch-and-bound algorithm is applied.
Journal ArticleDOI

A cutting-plane approach to mixed 0-1 stochastic integer programs

TL;DR: In this article, a mixed 0-1 integer programming problem with dual block-angular structure arising in two-stage stochastic programming is considered, and a relaxation is proposed such that the problem is decomposed into subproblems each corresponding to the outcomes of the random variable.

A Two-Stage Stochastic Program for Unit Commitment Under Uncertainty in a Hydro-Thermal Power System

TL;DR: In this paper, a two-stage stochastic programming model with integer first-stage and mixed-integer recourse for solving the unit commitment problem in power generation in the presence of uncertainty of load profiles is developed.