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

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Abstract

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.

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Authors and Affiliations

  1. EDF R&D, 1 avenue du Général de Gaulle, 92141, Clamart, France

    L. Dubost

  2. EDF, 9 route de la porte de Buc, 78005, Versailles, France

    R. Gonzalez

  3. INRIA, 655 avenue de l’Europe, Montbonnot, 38334, Saint Ismier, France

    C. Lemaréchal

Authors
  1. L. Dubost
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  2. R. Gonzalez
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  3. C. Lemaréchal
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Correspondence to C. Lemaréchal.

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Dubost, L., Gonzalez, R. & Lemaréchal, C. A primal-proximal heuristic applied to the French Unit-commitment problem. Math. Program. 104, 129–151 (2005). https://doi.org/10.1007/s10107-005-0593-4

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  • DOI: https://doi.org/10.1007/s10107-005-0593-4

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