Mathematical Programming

, Volume 104, Issue 1, pp 129–151

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

Article

DOI: 10.1007/s10107-005-0593-4

Cite this article as:
Dubost, L., Gonzalez, R. & Lemaréchal, C. Math. Program. (2005) 104: 129. doi:10.1007/s10107-005-0593-4

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.

Keywords

Unit-commitment problemProximal algorithmLagrangian relaxationPrimal-dual heuristicsCombinatorial optimization

Mathematics Subject Classification (2000):

90B3090C0690C90

Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  1. 1.EDF R&DClamartFrance
  2. 2.EDFVersaillesFrance
  3. 3.INRIAMontbonnotFrance