A decomposition strategy to solve the Short-Term Hydrothermal Scheduling based on Lagrangian Relaxation

The problem dealt here is called Short-Term Hydrothermal Scheduling - STHS. The objective of the STHS problem is to optimize the electricity production, considering a short-term planning horizon. In this problem, hydro and thermal plants must be coordinated in order to satisfy the electricity demand at the minimum cost and complying with reliability standards. Mathematically, the STHS is modeled as a deterministic, nonlinear, mixed-integer and large scale optimization problem. A Lagrangian Relaxation - LR scheme based on a variable splitting technique is proposed. By using it, the resulting separable dual problem is solved by a Bundle method. The purpose of this study is to analyze the decomposition strategy and the quality of the solution produced by the LR and the pseudo-primal point, which is calculated by active cuts of the Bundle method. A computational model is tested on a hydrothermal configuration, whose data were extracted from the Brazilian Hydrothermal power system.