Cyclic coordinate descent in hydrothermal nonsmooth problems

In this paper we present an algorithm, inspired by the cyclic coordinate descent method, which allows the solution of hydrothermal optimization problems involving pumped‐storage plants. The proof of the convergence of the succession generated by the algorithm was based on the use of an appropriate adaptation of Zangwill’s global theorem of convergence. Finally, the algorithm proposed is implemented using the Mathematica Package and is applied to an example to illustrate the results obtained.