NDLI: A primal-proximal heuristic applied to the French Unit-commitment problem

Content Provider	Springer Nature Link
Author	Dubost, L. Gonzalez, R. Lemaréchal, C.
Copyright Year	2005
Abstract	This paper is devoted to the numerical resolution of unit-commitment problems, with emphasis on the French model optimizing the daily production of electricity. The solution process has two phases. First a Lagrangian relaxation solves the dual to find a lower bound; it also gives a primal relaxed solution. We then propose to use the latter 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.
Ending Page	151
Page Count	23
Starting Page	129
File Format	PDF
ISSN	00255610
e-ISSN	14364646
Journal	Mathematical Programming
Issue Number	1
Volume Number	104
Language	English
Publisher	Springer-Verlag
Publisher Date	2005-04-28
Publisher Place	Berlin, Heidelberg
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Numerical and Computational Methods Applications of mathematical programming Mathematical and Computational Physics Combinatorial optimization Optimization Large-scale problems Mathematical Methods in Physics Production models Lagrangian relaxation Mathematics of Computing Proximal algorithm Numerical Analysis Operations Research/Decision Theory Primal-dual heuristics Unit-commitment problem Calculus of Variations and Optimal Control Combinatorics
Content Type	Text
Resource Type	Article
Subject	Mathematics Software

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