1. Solving the Short-Term Scheduling Problem of Hydrothermal Systems via Lagrangian Relaxation and Augmented Lagrangian
- Author
-
Edson Luiz da Silva, Erlon Cristian Finardi, Rafael Nilson Rodrigues, and Fabricio Y. K. Takigawa
- Subjects
Mathematical optimization ,Article Subject ,Job shop scheduling ,Augmented Lagrangian method ,lcsh:Mathematics ,General Mathematics ,General Engineering ,lcsh:QA1-939 ,Term (time) ,Nonlinear programming ,Variable (computer science) ,Electric power system ,symbols.namesake ,lcsh:TA1-2040 ,Lagrangian relaxation ,symbols ,Decomposition (computer science) ,lcsh:Engineering (General). Civil engineering (General) ,Mathematics - Abstract
This paper addresses the short-term scheduling problem of hydrothermal power systems, which results in a large-scale mixed-integer nonlinear programming problem. The objective consists in minimizing the operation cost over a two-day horizon with a one-hour time resolution. To solve this difficult problem, a Lagrangian Relaxation (LR) based on variable splitting is designed where the resulting dual problem is solved by a Bundle method. Given that the LR usually fails to find a feasible solution, we use an inexact Augmented Lagrangian method to improve the quality of the solution supplied by the LR. We assess our approach by using a real-life hydrothermal configuration extracted from the Brazilian power system, proving the conceptual and practical feasibility of the proposed algorithm. In summary, the main contributions of this paper are (i) a detailed and compatible modelling for this problem is presented; (ii) in order to solve efficiently the entire problem, a suitable decomposition strategy is presented. As a result of these contributions, the proposed model is able to find practical solutions with moderate computational burden, which is absolutely necessary in the modern power industry.
- Published
- 2012