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

Louis Dubost (1) , Robert Gonzalez (1) , Claude Lemaréchal (2)

1 EDF - EDF
2 BIPOP - Modelling, Simulation, Control and Optimization of Non-Smooth Dynamical Systems

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.

Mots clés: UNIT-COMMITMENT PROBLEM; PROXIMAL ALGORITHM; LAGRANGIAN RELAXATION; PRIMAL-DUAL HEURISTICS

Domaines: Autre [cs.OH]

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