Unit Commitment by Augmented Lagrangian Relaxation: Testing Two Decomposition Approaches

Publication TypeJournal Article
Year of Publication2002
AuthorsBeltran, C.; Heredia, F. J.
Journal TitleJournal of Optimization Theory and Applications
Pages295 - 314
Journal Date02/2002
PublisherSpringer Netherlands
Key Wordsaugmented lagrangian relaxation; generalized unit commitment; block coordinated descent method; auxiliary principle problem; research; paper
AbstractOne 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.
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