radar multiplier method

Aplicació del mètode "Radar Mulplier" al problema GUC amb factibilitat total

Publication TypeTesis de Grau i Màster // BSc and MSc Thesis
Year of Publication2003
AuthorsJordi Laseras
DirectorF.-Javier Heredia
Tipus de tesiTesi Final de Màster // MSc Thesis
TitulacióLlicenciatura en Ciències i Tècniques Estadístiques
CentreFacultat de Matemàtiques i Estadística, UPC
Data defensa01/05/2003
Nota // mark10 (over 10) MH
Key Wordsteaching; UPC; FME; LCTE; MSc Thesis
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Generalized unit commitment by the radar multiplier method

Publication TypeThesis
Year of Publication2001
AuthorsCesar Beltran
Academic DepartmentDept. of Statistics and Operations Research. Prof. F.-Javier Heredia, advisor.
Number of Pages147
UniversityUniversitat Politècnica de Catalunya
DegreePhD Thesis
Key Wordsresearch; radar multiplier; generalised unit commitment; teaching
AbstractThis operations research thesis should be situated in the field of the power generation industry. The general objective of this work is to efficiently solve the Generalized Unit Commitment (GUC) problem by means of specialized software. The GUC problem generalizes the Unit Commitment (UC) problem by simultane-ously solving the associated Optimal Power Flow (OPF) problem. There are many approaches to solve the UC and OPF problems separately, but approaches to solve them jointly, i.e. to solve the GUC problem, are quite scarce. One of these GUC solving approaches is due to professors Batut and Renaud, whose methodology has been taken as a starting point for the methodology presented herein. This thesis report is structured as follows. Chapter 1 describes the state of the art of the UC and GUC problems. The formulation of the classical short-term power planning problems related to the GUC problem, namely the economic dispatching problem, the OPF problem, and the UC problem, are reviewed. Special attention is paid to the UC literature and to the traditional methods for solving the UC problem. In chapter 2 we extend the OPF model developed by professors Heredia and Nabona to obtain our GUC model. The variables used and the modelling of the thermal, hydraulic and transmission systems are introduced, as is the objective function. Chapter 3 deals with the Variable Duplication (VD) method, which is used to decompose the GUC problem as an alternative to the Classical Lagrangian Relaxation (CLR) method. Furthermore, in chapter 3 dual bounds provided by the VDmethod or by the CLR methods are theoretically compared. Throughout chapters 4, 5, and 6 our solution methodology, the Radar Multiplier (RM) method, is designed and tested. Three independent matters are studied: first, the auxiliary problem principle method, used by Batut and Renaud to treat the inseparable augmented Lagrangian, is compared with the block coordinate descent method from both theoretical and practical points of view. Second, the Radar Sub- gradient (RS) method, a new Lagrange multiplier updating method, is proposed and computationally compared with the classical subgradient method. And third, we study the local character of the optimizers computed by the Augmented Lagrangian Relaxation (ALR) method when solving the GUC problem. A heuristic to improve the local ALR optimizers is designed and tested. Chapter 7 is devoted to our computational implementation of the RM method, the MACH code. First, the design of MACH is reviewed brie y and then its performance is tested by solving real-life large-scale UC and GUC instances. Solutions computed using our VD formulation of the GUC problem are partially primal feasible since they do not necessarily fulfill the spinning reserve constraints. In chapter 8 we study how to modify this GUC formulation with the aim of obtaining full primal feasible solutions. A successful test based on a simple UC problem is reported. The conclusions, contributions of the thesis, and proposed further research can be found in chapter 9.
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Short-Term Hydrothermal Coordination by Augmented Lagrangean Relaxation: a new Multiplier Updating

Publication TypeConference Paper
Year of Publication1998
AuthorsBeltran, C.; Heredia, F. J.
Conference NameIX Congreso Latino-Iberoamericano de Investigación Operativa
Conference Date31-4/08/98
Conference LocationBuenos Aires, Argentina
Type of WorkContributed oral presentation
Key Wordsaugmented lagrangian relaxation; radar subgradient method; generalized unit commitment; research
AbstractAugmented Lagrangean Relaxation Method (ALRM) is one of the most powerfull technique to solve the Short­Term Hydrothermal Coordination Problem (STHC Problem ). A crucial step when using the ALR Method is the multipliers updating. In this paper we present an efficient new multiplier updating procedure: the Gradient Method with Radar Step. The method has been successfully tested solving large ­scale exemples of the STHC Problem
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The radar multiplier method: a two-phase approach for large scale nonlinear combinatorial optimization problems

Publication TypeConference Paper
Year of Publication2003
AuthorsHeredia, F. J.; Beltran, C.
Conference Name 21th IFIP TC7 Conference on System Modelling and Optimization
Conference Date21-25/07/2003
Conference LocationSophia Antipolis, France
EditorJ. Cagnol; J.P. Zolesio
Type of WorkContributed oral presentation
ISBN Number2-7261-1253-6
Key Wordsaugmented lagrangian relaxation; generalized unit commitment; radar multiplier method; research
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Generalized Unit Commitment

Publication TypeConference Paper
Year of Publication2004
AuthorsHeredia, F. J.; Beltran, C.
Conference NameApplied Mathematical Programming and Modellization (APMOD 2004)
Conference Date21-23/06/2004
Conference LocationBrunel University, Uxbridge, UK.
Type of WorkInvited oral presentation
Key Wordsaugmented lagrangian relaxation; generalized unit commitment; radar multiplier method; research
AbstractThe 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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