Bundle relaxation and primal recovery in Unit Commitment problems. The Brazilian case.
作者： Alexandre Belloni , AL Diniz Souto Lima , ME Pineiro Maceira , Claudia A Sagastizábal
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摘要: We consider the inclusion of commitment thermal generation units in optimal management Brazilian power system. By means Lagrangian relaxation we decompose problem and obtain a nondifferentiable dual function that is separable. solve with bundle method. Our purpose twofold: first, methods are choice nonsmooth optimization when it comes to large-scale problems high precision. Second, they give good starting points for recovering primal solutions. use an inexact augmented technique find near-optimal feasible solution. assess our approach numerical results.
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