Optimal scheduling of large-scale hydrothermal power systems using the Lagrangian relaxation technique

This paper describes a method for scheduling large-scale hydrothermal power systems based on the Lagrangian relaxation technique. Lagrangian multipliers are introduced to decompose the original problem into small independent subproblems one for each generating unit, which are solved through a three level calculation structure. Using this approach, a large-scale hydrothermal electric power system could be treated as a precise general problem that takes into account the following among other factors: (a) random load demand; (b) non-linear cost function of thermal production; (c) variations of water head in hydroelectric plants; (d) non-linear function of hydroelectric output; (e) a system of cascaded hydroelectric plants including regulation reservoirs with limited spillage capacity. An economic interpretation of the results is given and an illustrative application of the technique is presented.