A Primal-Proximal Heuristic Applied to the Unit-Commitment Problem

Autor: Dubost, Louis, Gonzalez, Robert, Lemaréchal, Claude
Přispěvatelé: EDF (EDF), Modelling, Simulation, Control and Optimization of Non-Smooth Dynamical Systems (BIPOP), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), INRIA
Jazyk: angličtina
Rok vydání: 2003
Předmět:
Zdroj: [Research Report] RR-4978, INRIA. 2003
Popis: An updated version of this paper has appeared in Math. Program., Ser. A 104, pp 129-151 (2005), DOI 10.1007/s10107-005-0593-4; This paper is devoted to the numerical resolution of unit-commitment problems. More precisely we present the French model optimizing the daily production of electricity. Its resolution is done is two phases: first a Lagrangian relaxation solves the dual to find a lower bound; it also gives a primal relaxed solution. The latter is used in the second phase for a heuristic resolution based on a primal proximal algorithm. This second step comes as an alternative to an earlier approach based on augmented Lagrangian (i.e. a dual proximal algorithm). We illustrate the method with some real-life numerical results. A companion paper is devoted to a theoretical study of the heuristic in the second phase.
Databáze: OpenAIRE