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Unit commitment by augmented lagrangian relaxation: testing two decomposition approaches

Author
Beltran, C.; Heredia, F.-Javier
Type of activity
Journal article
Journal
Journal of optimization theory and applications
Date of publication
2002-02
Volume
112
Number
2
First page
295
Last page
314
DOI
https://doi.org/10.1023/A:1013601906224 Open in new window
Repository
http://hdl.handle.net/2117/14707 Open in new window
URL
http://www.springerlink.com/content/w301484362208124/ Open in new window
Abstract
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...
Citation
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.
Group of research
GNOM - Mathematical Optimization Group

Participants