Article ID: | iaor19962093 |
Country: | United States |
Volume: | 10 |
Issue: | 3 |
Start Page Number: | 1294 |
End Page Number: | 1301 |
Publication Date: | Mar 1995 |
Journal: | IEEE Transactions on Power Systems |
Authors: | Wang S.J., Shadhidehpour S.M., Kirschen D.S., Mokhtari S., Iris-Arri G.D. |
Keywords: | scheduling, programming: dynamic |
This paper proposes a new approach based on augmented Lagrangean relaxation for short term generation scheduling problem with transmission and environmental constraints. In this method, the system constraints, e.g. load demand, spinning reserve, transmission capacity and environmental constraints, are relaxed by using Lagrangean multipliers, and quadratic penalty terms associated with system load demand balance are added to the Lagrangean objective function. Then the decomposition and coordination technique is used, and non-separable quadratic penalty terms are replaced by linearization around the solution obtained from the previous iteration. In order to improve the convergence property, the exactly convex quadratic terms of decision variables are added to the objective function as strongly convex, differentiable and separable auxiliary functions. The overall problem is decomposed into