Cyclic coordinate descent in hydrothermal nonsmooth problems

Authors:
Luis Bayón;Jose M. Grau;Maria M. Ruiz;Pedro M. Suárez
Affiliations:
Department of Mathematics, University of Oviedo, Gijón, Spain 33203;Department of Mathematics, University of Oviedo, Gijón, Spain 33203;Department of Mathematics, University of Oviedo, Gijón, Spain 33203;Department of Mathematics, University of Oviedo, Gijón, Spain 33203
Venue:
Numerical Algorithms
Year:
2012

Citing 4
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Abstract

In this paper we present an algorithm, inspired by the cyclic coordinate descent method, which allows the solution of hydrothermal optimization problems involving pumped-storage plants. The proof of the convergence of the succession generated by the algorithm was based on the use of an appropriate adaptation of Zangwill's global theorem of convergence. Finally, the algorithm proposed is implemented using the Mathematica Package and is applied to an example to illustrate the results obtained.