Several notes on lagrangian relaxation for unit commitment

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Abstract

Lagrangian Relaxation (LR) based algorithms are among the most successful methods for unit commitment (UC) and short term hydro-thermal scheduling. In this paper, some important problems related to LR are studied and summarized. Such problems include the possibility of positive duality gap, the difference between relative and absolute duality gap, and economical interpretation of the optimal multipliers, and so on. The results obtained can be viewed as relevant addition to LR for UC and are useful to lead to a better understanding of the nature of LR.

Original languageEnglish
Title of host publicationProceedings of the 29th Chinese Control Conference, CCC'10
Pages1848-1853
Number of pages6
StatePublished - 2010
Event29th Chinese Control Conference, CCC'10 - Beijing, China
Duration: 29 Jul 201031 Jul 2010

Publication series

NameProceedings of the 29th Chinese Control Conference, CCC'10

Conference

Conference29th Chinese Control Conference, CCC'10
Country/TerritoryChina
CityBeijing
Period29/07/1031/07/10

Keywords

  • Duality gap
  • Hydro-thermal scheduling
  • Lagrangian relaxation
  • Unit commitment

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