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Unit Commitment by Separable Augmented Lagrangian Relaxation

  • Moon, Guk-Hyun (School of Electrical Engineering, Korea University) ;
  • Joo, Sung-Kwan (School of Electrical Engineering, Korea University) ;
  • Lee, Ki-Sung (Department of Radiologic Science, Korea University) ;
  • Choi, Jae-Seok (Department of Electrical Engineering, Gyeongsang National University)
  • Published : 2008.12.01

Abstract

The non-separable quadratic penalty terms create an inherent difficulty when applying the standard augmented Lagrangian relaxation(ALR) method for decomposing the unit commitment problem into independent subproblems. This paper presents a separable augmented Lagrangian relaxation method for solving the unit commitment problem. The proposed method is designed to have a separable structure by introducing the quadratic terms with additional auxiliary terms in the augmented Lagrangian function. Numerical results are presented to validate the effectiveness of the proposed method.

Keywords

References

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