Short-term hydrothermal coordination by augmented lagrangean relaxation: a new multiplier updating

The Augmented Lagrangean Relaxation (ALR) method is one of the most powerful techniques to solve the Short-Term Hydrothermal Coordination (STHC) problem. A crucial step when using the ALR method is the updating of the multipliers. In this paper we present a new multiplier updating procedure: the Gra...

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Detalles Bibliográficos
Autores: Beltrán Royo, César, Heredia, F.-Javier (Francisco Javier)|||0000-0003-4613-957X
Tipo de recurso: artículo
Fecha de publicación:1999
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2117/10883
Acceso en línea:https://hdl.handle.net/2117/10883
Access Level:acceso abierto
Palabra clave:Operations research
Investigació operativa
Classificació AMS::90 Operations research, mathematical programming
Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa
Descripción
Sumario:The Augmented Lagrangean Relaxation (ALR) method is one of the most powerful techniques to solve the Short-Term Hydrothermal Coordination (STHC) problem. A crucial step when using the ALR method is the updating of the multipliers. In this paper we present a new multiplier updating procedure: the Gradient with Radar Step (GRS) method. The method has been successfully tested by solving medium-scale examples of the STHC problem