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inria-00071600, version 1

A Primal-Proximal Heuristic Applied to the Unit-Commitment Problem

Louis Dubost 1, Robert Gonzalez 1, Claude Lemaréchal 2

N° RR-4978 (2003)

Résumé : This paper is devoted to the numerical resolution of unit-commitment problems. More precisely we present the French model optimizing the daily production of electricity. Its resolution is done is two phases: first a Lagrangian relaxation solves the dual to find a lower bound; it also gives a primal relaxed solution. The latter is used in the second phase for a heuristic resolution based on a primal proximal algorithm. This second step comes as an alternative to an earlier approach based on augmented Lagrangian (i.e. a dual proximal algorithm). We illustrate the method with some real-life numerical results. A companion paper is devoted to a theoretical study of the heuristic in the second phase.

  • 1 :  EDF R&D
  • EDF
  • 2 :  BIPOP (INRIA Rhône-Alpes)
  • INRIA
  • Domaine : Informatique/Autre
  • Mots-clés : UNIT-COMMITMENT PROBLEM / PROXIMAL ALGORITHM / LAGRANGIAN RELAXATION / PRIMAL-DUAL HEURISTICS
  • Référence interne : RR-4978
  • Commentaire : An updated version of this paper has appeared in Math. Program. – Ser. A 104 – pp 129-151 (2005) – DOI 10.1007/s10107-005-0593-4
 
  • inria-00071600, version 1
  • http://hal.inria.fr/inria-00071600
  • oai:hal.inria.fr:inria-00071600
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  • Soumis le : Mardi 23 Mai 2006, 18:09:39
  • Dernière modification le : Lundi 24 Novembre 2008, 16:42:35