Optimal Sizing of Hybrid Renewable Energy System Using Two-Stage Stochastic Programming
Algorithm 1
Solving two-stage SP using ADMM.
Precondition: ,,,. All the initialization to the variables are obtained by first phase Linear Programming (LP) step, while are random variables following the standard normal distribution.
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3: while True do
4: for to do
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6: end for
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20: If ,, and stop; otherwise
21: If equals , stop; the algorithm does not converge.
