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Unit commitment by augmented lagrangian relaxation: testing two decomposition approaches

Autor
Beltran, C.; Heredia, F.
Tipus d'activitat
Article en revista
Revista
Journal of optimization theory and applications
Data de publicació
2002-02
Volum
112
Número
2
Pàgina inicial
295
Pàgina final
314
DOI
https://doi.org/10.1023/A:1013601906224 Obrir en finestra nova
Repositori
http://hdl.handle.net/2117/14707 Obrir en finestra nova
URL
http://www.springerlink.com/content/w301484362208124/ Obrir en finestra nova
Resum
One of the main drawbacks of the augmented Lagrangian relaxation method is that the quadratic term introduced by the augmented Lagrangian is not separable. We compare empirically and theoretically two methods designed to cope with the nonseparability of the Lagrangian function: the auxiliary problem principle method and the block coordinated descent method. Also, we use the so-called unit commitment problem to test both methods. The objective of the unit commitment problem is to optimize the ele...
Citació
Beltran, C.; Heredia, F.-Javier. Unit commitment by augmented lagrangian relaxation: testing two decomposition approaches. "Journal of optimization theory and applications", Febrer 2002, vol. 112, núm. 2, p. 295-314.
Grup de recerca
GNOM - Grup d'Optimització Numèrica i Modelització

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