optimization
Short Term Hydrothermal Coordination by Augmented Lagrangean Relaxation: a New Multiplier Updating
Fri, 03/16/2007 - 23:59 — admin| Publication Type | Journal Article |
| Year of Publication | 1999 |
| Authors | Beltran, C.; Heredia, F. J. |
| Journal Title | Investigació Operativa |
| Volume | 8 |
| Issue | 1, 2, 3 |
| Pages | 63-75 |
| Journal Date | July-Dec. 1999 |
| ISSN Number | 1014-8364 |
| Key Words | generalized unit commitment; augmented lagrangian relaxation; radar subgradient method; block coordinated descent method; auxiliary principle problem; research; paper |
| URL | Click Here |
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Unit Commitment by Augmented Lagrangian Relaxation: Testing Two Decomposition Approaches
Fri, 03/16/2007 - 23:32 — admin| Publication Type | Journal Article |
| Year of Publication | 2002 |
| Authors | Beltran, C.; Heredia, F. J. |
| Journal Title | Journal of Optimization Theory and Applications |
| Volume | V112 |
| Issue | 2 |
| Pages | 295 - 314 |
| Journal Date | 02/2002 |
| Publisher | Springer Netherlands |
| Key Words | augmented lagrangian relaxation; generalized unit commitment; block coordinated descent method; auxiliary principle problem; research; paper |
| 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. |
| URL | Click Here |
| DOI | 10.1023/A:1013601906224 |
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An Effective Line Search for the Subgradient Method
Fri, 03/16/2007 - 16:43 — admin| Publication Type | Journal Article |
| Year of Publication | 2005 |
| Authors | Beltran C.; F.-Javier Heredia |
| Journal Title | Journal of Optimization Theory and Applications |
| Volume | 125 |
| Issue | 1 |
| Pages | 19 |
| Start Page | 1 |
| ISSN Number | 0022-3239 |
| Key Words | lagrangian relaxation; generalized unit commitment; radar subgradient method; research; paper |
| Abstract | One of the main drawbacks of the subgradient method is the tuning process to determine the sequence of steplengths. In this paper, the radar subgradient method, a heuristic method designed to compute a tuning-free subgradient steplength, is geometrically motivated and algebraically deduced. The unit commitment problem, which arises in the electrical engineering field, is used to compare the performance of the subgradient method with the new radar subgradient method. |
| URL | Click Here |
| DOI | 10.1007/s10957-004-1708-4 |
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