Course: Advanced Optimization and Game Theory for Energy Systems
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.
Lecturer: Jalal Kazempour (Technical University of Denmark, DTU)
Slides are available at: https://www.jalalkazempour.com/teaching
Course description: https://kurser.dtu.dk/course/46925
Course content (all video lectures are available in this channel):
- Course introduction
- Lecture 1: Market clearing as an optimization problem
- Lecture 2: Market clearing as an equilibrium problem
- Lecture 3: Desirable properties of market-clearing mechanisms
- Lecture 4: Market clearing using a cooperative game approach
- Lecture 5: Stochastic market clearing
- Lecture 6: Robust approaches for market clearing
- Lecture 7: Bilevel programming in energy systems
- Lecture 8: Optimization problems with decomposable structure
- Lecture 9: Benders’ decomposition: Theory
- Lecture 10a: Benders’ decomposition: Applications
- Lecture 10b: Nested Benders’ decomposition
- Lecture 11: Augmented Lagrangian relaxation
- Lecture 12: Variants of ADMM and applications