dual methods
Coordinación hidrotérmica a corto y largo plazo de la generación eléctrica en un mercado competitivo (DPI2002-03330).
Wed, 10/24/2007 - 23:53 — admin| Publication Type | Funded research projects |
| Year of Publication | 2002 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 01/2003 -12/2005 |
| Funding organization | Ministerio de Educación y Ciencia |
| Partners | Departament d'Estadística i Investigació Operativa / Universitat Politècnica de Catalunya; Unión Fenosa |
| Full time researchers | 7 |
| Budget | 85.000’00 € |
| Project code | DPI2002-03330 |
| Key Words | research; dual methods; lagrangian relaxation; unit commitment; power systems; transmission network; radar multiplier; project; public; competitive; micinn; energy |
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Planificación de la generación eléctrica a corto y largo plazo en un mercado liberalizado con contratos bilaterales (DPI2005-09117-C02-01).
Wed, 10/24/2007 - 23:39 — admin| Publication Type | Funded research projects |
| Year of Publication | 2005 |
| Authors | F.-Javier Heredia |
| Type of participation | Full time researcher |
| Duration | 01/2006-12/2008 |
| Funding organization | Ministerio de Educación y Ciencia |
| Partners | Departament d'Estadística i Investigació Operativa, Universidad Politèctica de Catalunya; Unión Fenosa |
| Full time researchers | 5 |
| Budget | 289.408'00€ |
| Project code | DPI2005-09117-C02-01 |
| Key Words | research; stochastic programming; electricity markets; future contracts; bilateral contracts; regulation markets; project; public; competitive; micinn; energy |
| Abstract | The project aims at two new features: the simultaneous consideration of bidding power to the liberalized market and of bilateral contracts (between a generation company and a consumer client), given the future elimination of the current regulations discouraging bilateral contracts, and the developement of optimization procedures more efficient than those employed now to solve these problems. This higher efficiency will allow a more accurate modeling and solving larger real problems in reasonable CPU time. In this project, both modeling languages and commercially available solvers in the one hand, and our own optimization algorithms in the other are employed. The algorithms to be developed include the use of: interior-point methods, global optimization, column-generation methods, and Lagrangian relaxation procedures employing dual methods |
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The radar multiplier method: a two-phase approach for large scale nonlinear combinatorial optimization problems
Mon, 10/15/2007 - 17:38 — admin| Publication Type | Conference Paper |
| Year of Publication | 2003 |
| Authors | Heredia, F. J.; Beltran, C. |
| Conference Name | 21th IFIP TC7 Conference on System Modelling and Optimization |
| Pagination | 92 |
| Conference Date | 21-25/07/2003 |
| Publisher | INRIA |
| Conference Location | Sophia Antipolis, France |
| Editor | J. Cagnol; J.P. Zolesio |
| Type of Work | Contributed oral presentation |
| ISBN Number | 2-7261-1253-6 |
| Key Words | augmented lagrangian relaxation; generalized unit commitment; radar multiplier method; research |
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Generalized Unit Commitment
Mon, 10/15/2007 - 12:22 — admin| Publication Type | Conference Paper |
| Year of Publication | 2004 |
| Authors | Heredia, F. J.; Beltran, C. |
| Conference Name | Applied Mathematical Programming and Modellization (APMOD 2004) |
| Conference Date | 21-23/06/2004 |
| Conference Location | Brunel University, Uxbridge, UK. |
| Type of Work | Invited oral presentation |
| Key Words | augmented lagrangian relaxation; generalized unit commitment; radar multiplier method; research |
| Abstract | The Generalized Unit Commitment problem (GUC) extends the unit commitment problem by adding the transmission network. A full-network modelization of the GUC problem is presented. In this model, all non-binary variables of the problem can be represented as flows of the so called Hydro-Thermal-Transmission Network (HTTN), including those representing incremental and decremental spinning reserve. The result is a large scale nonlinear mixed optimization problem that is solved with the Radar Multiplier method, a novel two-phase dual technique based on augmented Lagrangian relaxation and variable duplication. The computational implementation of the proposed model and method, both in FORTRAN and AMPL, are described. The numerical solution of several instances of the GUC problem will be presented and discussed, showing the capability of the model and solution technique to cope with real-world instances of the GUC problem. |
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Short Term Hydrothermal Coordination by Augmented Lagrangean Relaxation: a New Multiplier Updating
Fri, 03/16/2007 - 23:59 — admin| Publication Type | Journal Article |
| Year of Publication | 1999 |
| Authors | Beltran, C.; Heredia, F. J. |
| Journal Title | Investigació Operativa |
| Volume | 8 |
| Issue | 1, 2, 3 |
| Pages | 63-75 |
| Journal Date | July-Dec. 1999 |
| ISSN Number | 1014-8364 |
| Key Words | generalized unit commitment; augmented lagrangian relaxation; radar subgradient method; block coordinated descent method; auxiliary principle problem; research; paper |
| URL | Click Here |
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Unit Commitment by Augmented Lagrangian Relaxation: Testing Two Decomposition Approaches
Fri, 03/16/2007 - 23:32 — admin| Publication Type | Journal Article |
| Year of Publication | 2002 |
| Authors | Beltran, C.; Heredia, F. J. |
| Journal Title | Journal of Optimization Theory and Applications |
| Volume | V112 |
| Issue | 2 |
| Pages | 295 - 314 |
| Journal Date | 02/2002 |
| Publisher | Springer Netherlands |
| Key Words | augmented lagrangian relaxation; generalized unit commitment; block coordinated descent method; auxiliary principle problem; research; paper |
| Abstract | One of the main drawbacks of the augmented Lagrangian relaxation method is that the quadratic term introduced by the augmented Lagrangian is not separable. We compare empirically and theoretically two methods designed to cope with the nonseparability of the Lagrangian function: the auxiliary problem principle method and the block coordinated descent method. Also, we use the so-called unit commitment problem to test both methods. The objective of the unit commitment problem is to optimize the electricity production and distribution, considering a short-term planning horizon. |
| URL | Click Here |
| DOI | 10.1023/A:1013601906224 |
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An Effective Line Search for the Subgradient Method
Fri, 03/16/2007 - 16:43 — admin| Publication Type | Journal Article |
| Year of Publication | 2005 |
| Authors | Beltran C.; F.-Javier Heredia |
| Journal Title | Journal of Optimization Theory and Applications |
| Volume | 125 |
| Issue | 1 |
| Pages | 19 |
| Start Page | 1 |
| ISSN Number | 0022-3239 |
| Key Words | lagrangian relaxation; generalized unit commitment; radar subgradient method; research; paper |
| Abstract | One of the main drawbacks of the subgradient method is the tuning process to determine the sequence of steplengths. In this paper, the radar subgradient method, a heuristic method designed to compute a tuning-free subgradient steplength, is geometrically motivated and algebraically deduced. The unit commitment problem, which arises in the electrical engineering field, is used to compare the performance of the subgradient method with the new radar subgradient method. |
| URL | Click Here |
| DOI | 10.1007/s10957-004-1708-4 |
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