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Short-term hydro-thermal coordination by Lagrangian relaxation: solution of the dual problem

This paper addresses the short-term hydrothermal coordination problem. This problem is large-scale, combinatorial and nonlinear. It is usually solved using a Lagrangian relaxation approach. In the framework of the Lagrangian relaxation, this paper provides a novel, nonoscillating and efficient multi...

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Bibliographic Details
Published in:IEEE transactions on power systems 1999-02, Vol.14 (1), p.89-95
Main Authors: Redondo, N.J., Conejo, A.J.
Format: Article
Language:English
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Summary:This paper addresses the short-term hydrothermal coordination problem. This problem is large-scale, combinatorial and nonlinear. It is usually solved using a Lagrangian relaxation approach. In the framework of the Lagrangian relaxation, this paper provides a novel, nonoscillating and efficient multiplier updating procedure. This procedure advantageously compares with previously reported procedures such us subgradient and bundle methods. A realistic large-scale case study is used to illustrate the behavior of the proposed procedure.
ISSN:0885-8950
1558-0679
DOI:10.1109/59.744490