A bundle method for hydrothermal scheduling

Journal Article · Mon Nov 01 04:00:00 EST 1999 · IEEE Transactions on Power Systems (Institute of Electrical and Electronics Engineers)

DOI:https://doi.org/10.1109/59.801896· OSTI ID:20013166

Zhang, D; Luh, P B; Zhang, Y

Lagrangian relaxation has been widely used in hydrothermal scheduling. Complicating constraints are relaxed by multipliers which are usually updated by a subgradient method (SGM). The SGM suffers from slow convergence caused by the non-differentiable characteristics of dual functions. This paper presents an algorithm that utilizes the Bundle Trust Region Method (BTRM) to update the multipliers within the Lagrangian relaxation framework. The BTRM is shown to converge faster than the SGM as well as other bundle type methods in optimizing non-differentiable dual functions. The application of BTRM for solving hydro subproblems results in greatly improved convergence over the SGM. Comparing BTRM with another bundle type method in updating the high level multipliers shows that better solution can be obtained by BTRM.

• Research Organization: Univ. of Connecticut, Storrs, CT (US)
• OSTI ID: 20013166
• Journal Information: IEEE Transactions on Power Systems (Institute of Electrical and Electronics Engineers), Journal Name: IEEE Transactions on Power Systems (Institute of Electrical and Electronics Engineers) Journal Issue: 4 Vol. 14; ISSN ITPSEG; ISSN 0885-8950
• Country of Publication: United States
• Language: English

Related Subjects

13 HYDRO ENERGY
29 ENERGY PLANNING, POLICY, AND ECONOMY
HYDROELECTRIC POWER PLANTS
OPERATION
POWER SYSTEMS
PROGRAM MANAGEMENT
THERMAL POWER PLANTS