Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case

Journal Article (Journal Article)

We consider the inclusion of commitment of thermal generation units in the optimal management of the Brazilian power system. By means of Lagrangian relaxation we decompose the problem and obtain a nondifferentiable dual function that is separable. We solve the dual problem with a bundle method. Our purpose is twofold: first, bundle methods are the methods of choice in nonsmooth optimization when it comes to solve large-scale problems with high precision. Second, they give good starting points for recovering primal solutions. We use an inexact augmented Lagrangian technique to find a near-optimal primal feasible solution. We assess our approach with numerical results.

Full Text

Duke Authors

Cited Authors

  • Belloni, A; Diniz Souto Lima, AL; Piñeiro Maceira, ME; Sagastizábal, CA

Published Date

  • April 1, 2003

Published In

Volume / Issue

  • 120 / 1-4

Start / End Page

  • 21 - 44

Electronic International Standard Serial Number (EISSN)

  • 1572-9338

International Standard Serial Number (ISSN)

  • 0254-5330

Digital Object Identifier (DOI)

  • 10.1023/A:1023314026477

Citation Source

  • Scopus