• The Transactions of The Korean Institute of Electrical Engineers
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• v.58 no.1
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• pp.23-27
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• 2009

The joint dispatch of regional electricity markets can improve the overall economic efficiency of interconnected markets by increasing the combined social welfare of the interconnected markets. This paper presents a new decentralized optimization technique based on Augmented Lagrangian Relaxation (ALR) to perform the joint dispatch of interconnected electricity markets. The Block Coordinate Descent (BCD) technique is applied to decompose the inseparable quadratic term of the augmented Lagrangian equation into individual market optimization problems. The Interior Point/Cutting Plane (IP/CP) method is used to update the Lagrangian multiplier in the decomposed market optimization problem. The numerical example is presented to validate the effectiveness of the proposed decentralized method.

• Journal of Electrical Engineering and Technology
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• v.3 no.4
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• pp.514-519
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• 2008

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.