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Cutting plane methods for Lagrangian relaxation‐based unit commitment algorithm
Author(s) -
Murai Masahiko,
Kato Masakazu
Publication year - 2002
Publication title -
electrical engineering in japan
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.136
H-Index - 28
eISSN - 1520-6416
pISSN - 0424-7760
DOI - 10.1002/eej.10066
Subject(s) - subgradient method , cutting plane method , lagrangian relaxation , convergence (economics) , algorithm , mathematical optimization , plane (geometry) , relaxation (psychology) , computer science , lagrangian , dual function , dual (grammatical number) , inefficiency , function (biology) , mathematics , geometry , integer programming , psychology , social psychology , contouring , computer graphics (images) , economics , economic growth , evolutionary biology , biology , microeconomics , art , literature
In this paper, we study cutting plane methods for a Lagrangian relaxation‐based unit commitment algorithm. In the algorithm, nondifferentiable optimization methods can be applied to optimize the dual function, and a subgradient method which needs parameter tuning and has some drawbacks such as computational inefficiency and oscillating behavior is commonly used. The cutting plane method and the central cutting plane method are applied to the algorithm and implemented using reoptimization techniques. A numerical example shows that both methods are accelerated by the reoptimization techniques and have good convergence without parameter tuning. © 2002 Wiley Periodicals, Inc. Electr Eng Jpn, 141(3): 17–29, 2002; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/eej.10066