SHORT-TERM GENERATION SCHEDULING WITH TRANSMISSION AND ENVIRONMENTAL CONSTRAINTS USING AN AUGMENTED LAGRANGIAN-RELAXATION

This paper proposes a new approach based on augmented Lagrangian relax ation for short term generation scheduling problem with transmission a nd environmental constraints. In this method, the system constraints, e.g. load demand, spinning reserve, transmission capacity and environm ental constraints, are relaxed by using Lagrangian multipliers, and qu adratic penalty terms associated with system load demand balance are a dded to the Lagrangian objective function. Then the decomposition and coordination technique is used, and non-separable quadratic penalty te rms are replaced by linearization around the solution obtained from th e previous iteration. In order to improve the convergence property, th e exactly convex quadratic terms of decision variables are added to th e objective function as strongly convex, differentiable and separable auxiliary functions. The overall problem is decomposed into N subprobl ems, multipliers and penalty coefficients are updated in the dual prob lem and system constraints are satisfied iteratively. The correspondin g unit commitment subproblems are solved by dynamic programming, and t he economic dispatch with transmission and environmental constraints i s solved by an efficient network flow programming algorithm. The augme nted Lagrangian relaxation method enhanced by decomposition and coordi nation technique avoids oscillations associated with piece-wise linear cost functions. Numerical results indicate that the proposed approach is fast and efficient in dealing with numerous system constraints.