Unit Commitment by Separable Augmented Lagrangian Relaxation

Abstract

The non-separable quadratic penalty terms create an inherent difficulty when applying the standard augmented Lagrangian relaxation (ALR) method for decomposing the unit commitment problem into independent subproblems. This paper presents a separable augmented Lagrangian relaxation method for solving the unit commitment problem. The proposed method is designed to have a separable structure by introducing the quadratic terms with additional auxiliary terms in the augmented Lagrangian function. Numerical results are presented to validate the effectiveness of the proposed method.