Bundle relaxation and primal recovery in unit commitment problems.: The Brazilian case

被引：39

作者：

Belloni, A

Lima, ALDS

Maceira, MEP

Sagastizábal, CA

机构：

[1] Inst Matematica Pura & Aplicada, Grad Sch, BR-22460320 Rio De Janeiro, Brazil

[2] CEPEL, BR-21944970 Rio De Janeiro, Brazil

来源：

ANNALS OF OPERATIONS RESEARCH | 2003年 / 120卷 / 1-4期

关键词：

power system operation; unit commitment; Lagrangian relaxation; bundle methods; augmented Lagrangian; feasible dispatch;

D O I：

10.1023/A:1023314026477

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 [运筹学与控制论]; 12 [管理学]; 1201 [管理科学与工程]; 1202 [工商管理学]; 120202 [企业管理];

摘要：

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.

引用

页码：21 / 44

页数：24

共 25 条

[1]

[Anonymous], 6 S SPEC EL OP EXP P

[2]

Bundle methods in stochastic optimal power management:: A disaggregated approach using preconditioners [J].