A primal-proximal heuristic applied to the French Unit-commitment problem

Autor:	Claude Lemaréchal, L. Dubost, R. Gonzalez
Rok vydání:	2005
Předmět:	Mathematical optimization Augmented Lagrangian method Heuristic General Mathematics Numerical analysis Resolution (logic) Upper and lower bounds Dual (category theory) symbols.namesake Lagrangian relaxation symbols Combinatorial optimization Software Mathematics
Zdroj:	Mathematical Programming. 104:129-151
ISSN:	1436-4646 0025-5610
Popis:	This paper is devoted to the numerical resolution of unit-commitment problems, with emphasis on the French model optimizing the daily production of electricity. The solution process has two phases. First a Lagrangian relaxation solves the dual to find a lower bound; it also gives a primal relaxed solution. We then propose to use the latter 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
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8b4e6c0c78152032e1cfa753b4f55a5b https://doi.org/10.1007/s10107-005-0593-4 Zobrazit plný text záznamu Plný text ve formátu PDF