This paper presents a Simulated Annealing Algorithm (SAA) to solve the
Unit Commitment Problem (UCP). New rules for randomly generating feas
ible solutions are introduced. The problem has two subproblems: a comb
inatorial optimization problem and a nonlinear programming problem, Th
e former is solved using the SAA while the latter problem is solved vi
a a quadratic programming routine. Numerical results showed an improve
ment in the solutions costs compared to previously obtained results.