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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
  • 15 Commerce, Management, Tourism and Services
  • 08 Information and Computing Sciences
  • 01 Mathematical Sciences
 

Citation

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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.
Journal cover image

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
  • 15 Commerce, Management, Tourism and Services
  • 08 Information and Computing Sciences
  • 01 Mathematical Sciences