Unit commitment by augmented Lagrangian relaxation: testing two decomposition approaches

  • Authors:
  • C. Beltran;F. J. Heredia

  • Affiliations:
  • PhD Student, Department of Statistics and Operations Research, Universitat Politècnica de Catalunya, Barcelona, Spain;Professor, Department of Statistics and Operations Research, Universitat Politècnica de Catalunya, Barcelona, Spain

  • Venue:
  • Journal of Optimization Theory and Applications
  • Year:
  • 2002

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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.