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Solving unit commitment problem using modified subgradient method combined with simulated annealing algorithm. (English) Zbl 1198.90179

Summary: This paper presents the solving unit commitment (UC) problem using Modified Subgradient Method (MSG) method combined with Simulated Annealing (SA) algorithm. UC problem is one of the important power system engineering hard-solving problems. The Lagrangian relaxation based methods are commonly used to solve the UC problem. The main disadvantage of this group of methods is the difference between the dual and the primal solution which gives some significant problems on the quality of the feasible solution. In this paper, MSG method which does not require any convexity and differentiability assumptions is used for solving the UC problem. MSG method depending on the initial value reaches zero duality gap. SA algorithm is used in order to assign the appropriate initial value for MSG method. The major advantage of the proposed approach is that it guarantees the zero duality gap independently from the size of the problem. In order to show the advantages of this proposed approach, the four-unit Tuncbilek thermal plant and ten-unit thermal plant which is usually used in literature are chosen as test systems. The penalty function method is also used to compare with our proposed method in terms of total cost and UC schedule.

MSC:

90B35 Deterministic scheduling theory in operations research
90C56 Derivative-free methods and methods using generalized derivatives
90C59 Approximation methods and heuristics in mathematical programming

Software:

GAMS
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References:

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