A FLEXIBLE APPROACH TO SHORT-TERM HYDROTHERMAL COORDINATION .2. DUAL PROBLEM SOLUTION PROCEDURE

The dual problem formulation is the crucial point in all Lagrangian re laxation based hydro-thermal coordination approaches. Such an approach is presented in Part I of this work In this paper an original dual pr oblem solution procedure is presented. The dual is divided into indepe ndent thermal and hydro subproblems. Thermal subproblems are solved us ing the dynamic programming method. Hydro subproblems are treated by e mploying the special approximation in the state space within the multi -pass dynamic programming method. A particular attention is paid to hy draulically coupled reservoirs. The special structure of these hydro s ubproblems is used and the successive approximation is applied to make the dynamic programming method more effective. Simulations performed on a realistic power system are presented to illustrate the efficiency of the proposed approach and the sensitivity of the dual problem solu tion regarding values of Lagrangian multipliers.