Implementation of a Lagrangian relaxation based unit commitment problem

An effort is made to provide an understanding of the practical aspects of the Lagrangian relaxation methodology for solving the thermal unit commitment problem. Unit commitment is a complex, mixed integer, nonlinear programming problem complicated by a small set of side constraints. Until recently, unit commitment for realistic size system has been solved using heuristic approaches. The Lagrangian relaxation offers a new approach for solving such problems. Essentially, the method involves decomposition of the problem into a sequence of master problems and easy subproblems, whose solutions converge to an ε-optimal solution to the original problem. The authors concentrate on the implementation aspects of the Lagrangian relaxation method applied to realistic and practical unit commitment problems