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

Abstract : 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.
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https://hal.inria.fr/inria-00071600
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Submitted on : Tuesday, May 23, 2006 - 6:09:39 PM
Last modification on : Friday, June 26, 2020 - 4:56:01 PM
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  • HAL Id : inria-00071600, version 1

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Louis Dubost, Robert Gonzalez, Claude Lemaréchal. A Primal-Proximal Heuristic Applied to the Unit-Commitment Problem. [Research Report] RR-4978, INRIA. 2003. ⟨inria-00071600⟩

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