Towards a more comprehensive approach to hydro-thermal power system scheduling by Lagrangian relaxation

It has been shown that a practically sized hydro-thermal power system, such as the Scottish system can be modelled comprehensively, and the associated short-term scheduling problem solved within reasonable time-scales, using Lagrangian relaxation techniques. This method allows the hydro-thermal scheduling problem to be split into the separate scheduling of individual thermal units and hydro-system river valleys, co-ordination between these sub-problems being achieved by iteratively updating a set of numbers known as Lagrange multipliers, until the optimum is found