A primal-proximal heuristic applied to the French Unit-commitment problem |
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Authors: | L Dubost R Gonzalez C Lemaréchal |
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Institution: | (1) EDF R&D, 1 avenue du Général de Gaulle, 92141 Clamart, France;(2) EDF, 9 route de la porte de Buc, 78005 Versailles, France;(3) INRIA, 655 avenue de l’Europe, Montbonnot, 38334, Saint Ismier, France |
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Abstract: | This paper is devoted to the numerical resolution of unit-commitment problems, with emphasis on the French model optimizing the daily production of electricity. The solution process has two phases. First a Lagrangian relaxation solves the dual to find a lower bound; it also gives a primal relaxed solution. We then propose to use the latter 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. |
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Keywords: | Unit-commitment problem Proximal algorithm Lagrangian relaxation Primal-dual heuristics Combinatorial optimization |
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