Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case
Publication
, Journal Article
Belloni, A; Diniz Souto Lima, AL; Piñeiro Maceira, ME; Sagastizábal, CA
Published in: Annals of Operations Research
April 1, 2003
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.
Duke Scholars
Published In
Annals of Operations Research
DOI
EISSN
1572-9338
ISSN
0254-5330
Publication Date
April 1, 2003
Volume
120
Issue
1-4
Start / End Page
21 / 44
Related Subject Headings
- Operations Research
- 49 Mathematical sciences
- 46 Information and computing sciences
- 35 Commerce, management, tourism and services
- 15 Commerce, Management, Tourism and Services
- 08 Information and Computing Sciences
- 01 Mathematical Sciences
Citation
APA
Chicago
ICMJE
MLA
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Belloni, A., Diniz Souto Lima, A. L., Piñeiro Maceira, M. E., & Sagastizábal, C. A. (2003). Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case. Annals of Operations Research, 120(1–4), 21–44. https://doi.org/10.1023/A:1023314026477
Belloni, A., A. L. Diniz Souto Lima, M. E. Piñeiro Maceira, and C. A. Sagastizábal. “Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case.” Annals of Operations Research 120, no. 1–4 (April 1, 2003): 21–44. https://doi.org/10.1023/A:1023314026477.
Belloni A, Diniz Souto Lima AL, Piñeiro Maceira ME, Sagastizábal CA. Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case. Annals of Operations Research. 2003 Apr 1;120(1–4):21–44.
Belloni, A., et al. “Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case.” Annals of Operations Research, vol. 120, no. 1–4, Apr. 2003, pp. 21–44. Scopus, doi:10.1023/A:1023314026477.
Belloni A, Diniz Souto Lima AL, Piñeiro Maceira ME, Sagastizábal CA. Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case. Annals of Operations Research. 2003 Apr 1;120(1–4):21–44.
Published In
Annals of Operations Research
DOI
EISSN
1572-9338
ISSN
0254-5330
Publication Date
April 1, 2003
Volume
120
Issue
1-4
Start / End Page
21 / 44
Related Subject Headings
- Operations Research
- 49 Mathematical sciences
- 46 Information and computing sciences
- 35 Commerce, management, tourism and services
- 15 Commerce, Management, Tourism and Services
- 08 Information and Computing Sciences
- 01 Mathematical Sciences