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Lagrangian heuristics based on disaggregated Bundle methods for hydrothermal unit commitment Export

Power Systems, IEEE Transactions on, Vol. 18, No. 1. (2003), pp. 313-323.

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bundle-methods energy hydro-electric-unit-commitment lagrangian-relaxation new unit-commitment

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The paper presents a simple and effective Lagrangian relaxation approach for the solution of the optimal short-term unit commitment problem in hydrothermal power-generation systems. The proposed approach, based on a disaggregated Bundle method for the solution of the dual problem, with a new warm-starting procedure, achieves accurate solutions in few iterations. The adoption of a disaggregated Bundle method not only improves the convergence of the proposed approach but also provides information that is suitably exploited for generating a feasible solution of the primal problem and for obtaining an optimal hydro scheduling. A comparison between the proposed Lagrangian approach and other ones, based on subgradient and Bundle methods, is presented for a simple yet reasonable formulation of the hydrothermal unit commitment problem.


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