Lagrangian Heuristics Based on Disaggregated Bundle Methods for Hydrothermal Unit Commitment

The paper presents a simple and effective Lagrangian relaxation approach for the solution of the optimal short-term unit commitment problem in hydrothermal power generation systems. The proposed approach, based on a disaggregated Bundle method for the solution of the dual problem, with a new warm-starting procedure, achieves accurate solutions in few iterations. The adoption of a disaggregated Bundle method not only improves the convergence of the proposed approach but also provides information that are suitably exploited for generating a feasible solution of the primal problem and for obtaining an optimal hydro scheduling. A comparison between the proposed Lagrangian approach and other ones, based on subgradient and Bundle methods, is presented for a simple yet reasonable formulation of the hydrothermal unit commitment problem.