Solving the short-term scheduling problem of hydrothermal systems via Lagrangian relaxation and augmented Lagrangian
type: Item
instance of: scholarly article
title: Solving the short-term scheduling problem of hydrothermal systems via Lagrangian relaxation and augmented Lagrangian
zbMATH Open document ID: 1264.90115
DOI: 10.1155/2012/856178
author: Rafael N. Rodrigues
author: Edson L. Da Silva
author: Erlon C. Finardi
author: Fabricio Y. K. Takigawa
published in: Mathematical Problems in Engineering
publication date: 2013-06-11T00:00:00Z
review text: Summary: We address 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.
Mathematics Subject Classification ID: 90B90
Mathematics Subject Classification ID: 90B35
Mathematics Subject Classification ID: 90C11
zbMATH DE Number: 6173640
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/856178
OpenAlex ID: W1973759765
Wikidata QID: Q58912246
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description: scientific article; zbMATH DE number 6173640