On the convergence of the classic hydro-thermal coordination algorithm

This paper studies the convergence properties of the classic hydro-thermal optimization algorithm. Under postulated assumptions, conditions for convergence are established for both the nonrelaxed and the relaxed versions. A relaxation coefficient is proposed such that convergence of the algorithm is guaranteed. The relaxation coefficient depends solely on the sensitivities of the hydro and thermal scheduling functions. The validity of the postulated assumptions and their practical implications are studied. Practical procedures to compute the relaxation coefficient are proposed. Numerical results are presented to illustrate key properties, practical procedures and the performance of the method