Nj. Redondo et Aj. Conejo, Short-term hydro-thermal coordination by Lagrangian Relaxation: Solution of the dual problem, IEEE POW SY, 14(1), 1999, pp. 89-95
This paper addresses the short-term hydrothermal coordination problem. This
problem is large-scale, combinatorial and nonlinear. It is usually solved
using a Lagrangian Relaxation approach. In the framework Of the Lagrangian
Relaxation, this paper provides a novel, non-oscillating and efficient mult
iplier updating procedure. This procedure advantageously compares with prev
iously reported procedures such us subgradient and bundle methods. A realis
tic large-scale case study is used to illustrate the behavior of the propos
ed procedure.