Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case

A. Belloni, A.L. Lima, M.E. Maceira and C.A. Sagastizábal ()

Annals of Operations Research, 2003, vol. 120, issue 1, 44 pages

Abstract: We consider the inclusion of commitment of thermal generation units in the optimal management of the Brazilian power system. By means of Lagrangian relaxation we decompose the problem and obtain a nondifferentiable dual function that is separable. We solve the dual problem with a bundle method. Our purpose is twofold: first, bundle methods are the methods of choice in nonsmooth optimization when it comes to solve large-scale problems with high precision. Second, they give good starting points for recovering primal solutions. We use an inexact augmented Lagrangian technique to find a near-optimal primal feasible solution. We assess our approach with numerical results. Copyright Kluwer Academic Publishers 2003

Keywords: power system operation; unit commitment; Lagrangian relaxation; bundle methods; augmented Lagrangian; feasible dispatch (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1023314026477

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