A primal-proximal heuristic applied to the French Unit-commitment problem

  • Authors:
  • L. Dubost;R. Gonzalez;C. Lemaréchal

  • Affiliations:
  • EDF R&D, 1 avenue du Géénéral de Gaulle, 92141, Clamart, France;EDF, 9 route de la porte de Buc, 78005, Versailles, France;INRIA, 655 avenue de l’Europe, 38334, Montbonnot, Saint Ismier, France

  • Venue:
  • Mathematical Programming: Series A and B
  • Year:
  • 2005

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Abstract

This paper is devoted to the numerical resolution of unit-commitment problems, with emphasis on the French model optimizing the daily production of electricity. The solution process has two phases. First a Lagrangian relaxation solves the dual to find a lower bound; it also gives a primal relaxed solution. We then propose to use the latter in the second phase, for a heuristic resolution based on a primal proximal algorithm. This second step comes as an alternative to an earlier approach, based on augmented Lagrangian (i.e. a dual proximal algorithm). We illustrate the method with some real-life numerical results. A companion paper is devoted to a theoretical study of the heuristic in the second phase.