Unit Commitment by Augmented Lagrangian Relaxation: Testing Two Decomposition Approaches

C. Beltran and F. J. Heredia
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C. Beltran: Universitat Politècnica de Catalunya
F. J. Heredia: Universitat Politècnica de Catalunya

Journal of Optimization Theory and Applications, 2002, vol. 112, issue 2, No 3, 295-314

Abstract: Abstract One of the main drawbacks of the augmented Lagrangian relaxation method is that the quadratic term introduced by the augmented Lagrangian is not separable. We compare empirically and theoretically two methods designed to cope with the nonseparability of the Lagrangian function: the auxiliary problem principle method and the block coordinated descent method. Also, we use the so-called unit commitment problem to test both methods. The objective of the unit commitment problem is to optimize the electricity production and distribution, considering a short-term planning horizon.

Keywords: Augmented Lagrangian relaxation; auxiliary problem principle; block coordinate descent; classical Lagrangian relaxation; unit commitment; variable duplication (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (10)

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DOI: 10.1023/A:1013601906224

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