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1388 IEEE Transactions on Power Systems, Vol. 8, No. 3, August 1993 Scheduling of Hydrothermal Power Systems ouzhong Yap, Peter B- Lak, Xisohong Guan of Electra and Syiern Engineering, Unversity of Conectcn Stor, CT 062693157, US.A. ABSTRACT - This paper presents « method for scheduling fydrthermal power systems based on the Lagrangian relaxation ohmgue By using Lagrange multipin to relax system-wide ‘Emand ad feserve requirement the problem is decomposed and onvered ings twoevel optimization prob Given the set of Sprange mutts, hydro ni subpoblem i saved by a mest ‘er locaton metod, cha thermal ont subpoblem is slved by Sips em rogeningwiton dear smn oa Sberadien aigorthm Is wed to update the Lagrange tulle. Nose ests based on Norbesst Cuties aaa show tht this gosh ip efficient, and near-optimal soluions are obained Genparing with ovr previous work where thermal waits Were Schelated by using the Lagrangian relation techie and hygro Smisby heute ine new Eoorinated hydro and henna schedling eneres lowe ol Swan equi ets computason tines 1. Introduction iygrothennal sckedaling of 2 power system is concerned with sel comme a ph and ly en nts The objective to minimize the total operating cost thermal unis overa period of up to one week, subject i system-wide \ismand and serve yequrenents and inhvidoal nic constrains. Because of potential cost savings, this cass of mixed integer ramming proven his been an ace research subject fr several ales However, sce he problem Belong tothe class of NP-hard ‘combinatorial problems, cossisteat generation of optimal schedsles {or problems of pace! sizes has proven tobe exeneydificul. Recent, impressive resus have Been obingd by using the gang inc rasp ie Tare ES) Lagrangian wlsston ra mathemati techni for ‘Slike Sontaid ptmsation problems (his bse wens © ti Langs mul ee yee Sands eee ‘auiremens. The prob can then be decomposed ithe TSReinpf india teal unis sn the shelf india Srenteds The mun ae tensed teraely a th igh Tove he called dual pole. The dadvanage ofthe approach {eth the a solution sone infest ey tbe nce eased ‘ystencvigeconsains a mot asd: Soe cchnigs sully Latin ae needed fo molly te daa soiion to Oba a good Rose shee Nevers tne he var of he Ga fnctn ‘ower bund one opal cht ie qulty of ef Scdle ane quansaely ean “The relaxed subproblem fora hydro watershed usually considers hyazalic coupling tong teers, pod lve, generation capacity Bid herindvdeal unt constants The hao sobproblems in [9] $e formulated as optima contol problems td solved by using ‘muluplcy and Newon's methous, wih the molipies progressively Tghtened nc all eservoir constants age mat. A network flow ‘tfonthm fits the sructre of «watershed consisting of a number of ‘Nene eeeyfue 1998 sunmer Heet ing, Shay aes pes tapers gummed y"hade’aveliabie for printing May 12, 2992. RotceM, Rogan ‘Nowheast Dales Service Borln, CT 06057-1616, US.A. cascading reservoirs, and is used 1 solv hydro subproblems in (2) Sain recuon method te ured Sn (8). Sang with an intl ‘Rute solution, ineement fo ta nd congo vanubles are obtained tongs feasible direction to minimize the cost of each hydeo fubprebem, “The hyo subprobems in his pape aze simpler than those of [3 48, 9) Aczoing tothe biling rules of New England Power Pool (REOOL) hyo unis of he Norheas Uies Service Company (NU) are aided int two categories: ily hydro units and weekly (fi urs Acally nyro unt subject to water resource constraint {Br tach day and a weekly hyo unt water resource constant fo the emi acdlinghevion under coneraton ox bh es of (a inted water sources are coavened imo energy in MWh, and ‘Bel generatons are subject ocapactyconsraims Therefore, tee fo peg Level consi, hydra Coupling among reset Ieamed: snd the efficiency of hydro was is predetermined by ‘NEPOOi fig les antler corn etn ine pape, is ype ef sbproblem is efficiently solved bya meri rer ibesion nctiod bass on the mulopies associated with demand and reserve requirements. _ The relaned sobprolem for ¢tbeml unt wually considers minim upliown tones, generion capacity, ramp rate and thet Tnulvluel unit consisntsand is uroally solved by using dyeamic Drogen (yf 8S) By wing aoe i La Proper te relax ramp rate constrains, te method of) fst cults the opal generation level for an “up” state a ath hour $s can be cally dope sine there sno system dynamics, and he ast function Houty ave and piecewise inst with ony a owner points. A thermal unit sobprobiem ean then be eiclendly Solved by using the dynamic propramming technique without iscretzng generation evel. “The purpose ofthis esearch ito generate hourly schedules for INU, mith hes sven hyo unite and about 70 thera units. The acinum scheduling horizon iste days 240 hours), witha seven ‘ay horizon asthe ual eyle. The inividaal constants fa hyo Rite formulated bused the bling practice of NEPOOL, The ‘yeio subpablets can teefor be efile solved, andthe hydro ‘Dergy itallocted to cut the demand peaks andlor contribute 10 ‘Sree when his expensive. Ina ete paseo the researc, hyo Foncraions were obsined by wming a eurstic method, and tel Eenubaions were deduted fom th tll system demand ind reserve feauirements, The thermal unis were then scheduled by using the Eaganglan Relaxation technique as reported in (4) ‘This pager [presents the results of the second phase research where both hygro he thermal unite ae considered inthe Telixation process It is ‘bserved thatthe combined relaxation of hydro and thermal units Shells lower coss than the previous work, since hydro and thermal its ae coordinated to mest the demand and reserve requirements more economically. To our sorpise, the computdonal dine is aso ‘duced The reason that coordinated hyo and thermal scheduling Smoodis thermal demand and reserve requirements and this causes the high level Lagrangian to converge more. smoothly in the fptimiztion proces and therefor edees thera compuaon tine. ‘lamer tetng results Sasod on NU data show that his method is ‘cen and the near-optimal solutions are bund. “The paper is organized as fllows, The hydrothermal schealing problem is formulated in Secon 2. Solution methodology 13 [resented in Secon 3 ocding the Lagrangian relation framework, The meat order allocation technique fr hyaresubproblems, dynamic progaming for thermal subpeeblens, subgradient method for Ppdatng mofepic, iializaton of maples, and te heursies 0 haan’ asthe schedule, Numeral eng results are presented in Section 4: Concluding rematks are ten given in Section (085.895093603.00 © 1992 EEE 2, Problem Formulation Consider a power system with J hyo uit and Ther us, ‘required to determine the startup, shutdown, and generation lve (falfunns over specified ine period T. The Gece isto minimize the foal generation cont subject to system demand and sping {serve reuirements, and other indvidal unit constants, The time Uns one hour and ie planning borzon may vary fom one dy 10 {endaya To formulate the problem mathemaicaly, the following oun erst nrodoced ‘Ci{p 0: fuel cost of thermal unit i for generating power pit) at Kane t a piocemiz linear fenton ofp), in dolar 1 umber of ays inte scheduling rion in days, & Giyinden d= tbr J; wv encry avant cheng horizon for nekly Seon) nivie {0 cal eneay avilable day for diy hyo uit in Mine ERO: energy we by hyo nj at Het MWAE ETO = phos ember af bea uit: index of thermal unt =. mambo yao wnt Finder of tyro units, j= 1, Po: aysem demand attme tn MW; power generate by thera unit a time i MW: ‘maximum generation evel of homal unit atime in MW; ‘minimum generation lve of emma unit iat ime. in MW; power generate by hyéro unt jt me tin MW; ‘maximum generation evel of hyo uit atime in IW; minim generation lve of hyo unit atime tn MW; sytem spinning eer equrerent atime tin MW: ‘maximum spinning reserve contrbaton of thermal unit in MW: (0.90 sinning sere contbtion of thermal uit aime, HO O5¢ the anit i down (34) =0), and rf) =mia {0 pH if te nits up 4/0 >0) in MW; oho spaningreseve couribution of to nit jt ime « Ho «Fj tbe vais dom ph) «0, an HO =F « Ro tte ati 0> 0, a MY: weg tamprasof trl in WAS (uf: startup cost of thermal wit inearFoeson of time Sine last shut dow, in dlls: “Ty time orion of scheduling in hours © timeinder, t= IT ‘u(0: —diserete decision variables atime forthe up or down of thermal uniti atime 1,1 denotes yp and 1 down; ‘x(@; sate of thermal unit, densing tbe number of hours tht uit ‘hasbeen on (postive values rf (negative values); ‘4b maximum allowable change in generation between two -sonsecuive ours fr thermal unit (= Riel): 1399 minima upme of thermal unit, hous: 1 ininam downsine of mal nit nous “he problem i ten fuse a the following mined npr sropuraning problem © nin 3, wint= SE [owl +seaio.n4o], an eoinats a sist system-wide consrants including “aye demi Yoln+ Zpho- Pao, 2) es - sinning sen: Bisvo sion Spohrer en individual hydro unit constraints ineluing ~ capacity: 140 0. es Fhed=0 beri weekly rly ery cost Ze (weekly enerey) es) ¥ elo she. ¢ waka D, (ily ener) 26) implying that « hydro wit hat 4 fx amount of energy for evention within a week ora day individual thermat unit constraints including x(t =x(0+40 —— ifx(d.0()>0,ad 27) x(t) 0) i090, QB ‘where (0 isthe suze and) the decison variable of thermal Uniti athoart, These two equations suze thatthe number of hours being up or down acum if 90 start-up or shutdown ours ‘thevae, the number of burs being up oeown equals capaci Bo selo <0 40>, 2 Pio=0 iexgo Land (> 1: wie where A= Rit iste maximum allowable change in generation betwacn vo consecutive hous, -isinum plow in! 110% en uenios-t an) seating that thermal ui st be kept oni up fr es than eimlaimamap tne ore kep off down fr fess han the ‘inimum down ine ~ minimum generation fr the frst and last hour (require by [NEPOOL for seam nits) pie =P, ifx{e-1) < Oand xf®) > 0, oF (> Oand a(te1) <0, a) (20 fortyStSty ay, if hema ni is strum fort ty) (TE and RDO forty StS te 216) if thermal unit jis mustnt-an forte fil ¢ 1,7} Maile ‘musta or must notun pesods ae also possible 3. Solution Methodology 3.1 The Lagrangian Relaxation Framework ‘The basic idea ofthe Lagrangian relaxation technique i 0 relax ‘upline arc cesrains on ema and ping man eas y asing Lagrange multipin. The method then etomposes te problem into the scheduling of individual Inravely, the “bard system constants ae Converted int Dees, wih Lagrange mulaplier acting as prices to regulate the ‘oordination between themal and hydro units, tnd the pneraton and ‘eserve contnbution of each nit, At the tow level, 4 hydro ‘ubpoblem isan optimal resource elloceBon problem subject ft nergy consain anda efficiently solved by using amet onder ‘location medhod. A thermal unit subproblem i solved by following the met of 4), Aferall he low-level subproblems ae solved, he Iulpiers are adjusted atthe high level so ha system demand and ‘serve constains ae gradual satsfied over the erations From te cot fenton 1) and conan (22, 2.3, the Lagrangian is formulated as following: ee L= ZL Vicsokon + $440. fon) +rorrao- Lolo Letor + MOrPg0- Lek 0. PHO) - Zrioion}, Ga) ‘where A) and (are Lagrange mulpir associated with demand nu spinning serve requirements at time t respectively. For ‘oud cvenince, tine REDO ATI, 62) He WO, (PI 63) By using the duality theorem ({1, 6) and exploiting the ecompostbe stacture of (3.1), two-level max-min optimization problem canbe formed. Given multiplies 2 and. the low level Consist of the following hyo and thermal subprobems (Pi) J = by oy J (Hydro subproblems): nin U}, win x Seana -poxhoenh oho ot 64 subject to constraints 2.4) - (2.6% (es 1, wy T (thermal subproblems): min Li, wih L}= D((C(P{) + 8,640. P10) selon 7m dappleo- wore. pk01, coy subject conseins(27)-2.10). LetL"G.q) and dene te pina Lagi fo (P3) and (Pi, respectively, withthe given and H. Then the high level dual probe is imax 808), wih AnH) = BLTOAW + DLO) x + Exorgo +norson 6 stiett0 H020, ¢ on “The store derision presents he Lagi deemposton framework for solving the scheduling problem. There are several Steps to obtain near optimal soluon solving sbproblems, solving lm, and constructing a feasible solution. They a sow. 3.2 Solving Hydro Subproblems ‘Given 9, and, the hyo subproblem (Pj isto determine the generations of yo it} s0 as minimize the cos function (3.4, From @., LS depends on Pgh) and pO. Acorn tthe ting rs € NEPOOL te see contiton HOMO) i near decreasing function of Pj(0) as depicted in Fig. 1. pieto 40 2@ oo Fig 1 Reser aban ph) fo it ‘econ tine is ref of For wei Divot) Oo cate vmenst rnin L} with LF = DRO HOMHO- YHA, GS) subject to weekly energy constant 25). Inthe absence of constraint (2.5), i is clear thatthe optimal solution mes PrO=PA0. if ACD pA)> 0, and Ho=0, H0-n0s0 es) G10) “To obtain the solution to (8) satisfying (25), the mesit order ‘Hocation metho is used. Inthe med, ours are aange inthe descending oe of) i) The trl avaabi energy E} then allocated 1 inva ours tte maxima generon lve 0 ESSling otis dein onl al the encry sh allocate, For the ‘Rang hor, nas ez The aon eee Ns ‘Rethod sanfes the frst onder necessary conditions for optimality, and is optima for problem (P3). The optimal Lagrangian L}"G.u) can thas be obianed for he given. and, and eapacty and energy Gonstrants (C24) and. (25), respectively) are satisfied. The sep fr iy hy anit save sir mero each. 3.3 Solving Thermal Subproblems ‘ie mal stpoens ae savy flwig i melt 4. Ait witoat the ramp rte constraint is presente fist, For the cos fonction in (3.5) with and given, define the non-star-yp cost Fie fo. 4) #1 (oo) - HORI nor 0 ay ‘hen he cot fron of) canbe owen as t= Lieioo..(en+ siavoa4or) em [Note that L} is hourly additive, there is no dynamics on generation revels, an the start-up cot 8,(, 0 (0) is independent of specific 361 generation levels. The optima geerson lve at me for an upstate (Gf) > 0) can thus be obtained by minimizing fp, x40) subject 19 thi ade hour econ cons 2.14) when apie Noemminfsio.000, ex Sf 2.14) ot active terse, 0) = (To soe G13), note thatthe fuel cost CAKO) and spinning reserve Has PIO) ere plecewise linear functions of pi, therefore f(PK), x40) defined in Ex11) is also piecewise linet. The solation to (3.13) can thus be ‘Gly Obtained by checking the verices ofthe piecewise linear ipo, x40), and selecting the one that minimizes the function as shown in Fig. 2 fio. x0 io Moin, ae Pk Fig, Houty coe funtion of ternal subproblem According tthe biling rules of NEPOOL, the kme varying up cost x40, () is linea fonction of time since lst shut down. ‘The numberof down states (x) <0) needed vo desribe afferent Stare cost is therefore equal f0 the cold stan-up time. Since & fhermal unit ean be kept on or Shut down afer i i8 up for the ‘minimum up tie, the required numberof up states (x) > 0) isthe ‘minimam up tie plus one where the extra one is needed to deseribe the fst and last four miskmurm generation when (2.14) i active Gombining the above analysis for up and’ down sates, 2 sate franson diagram ean then be consrucied asin (4, The opsimal ommtnent and pneration of hema eit can thus be obtained by ‘hing dyeaic programming without Oscrezing generation levels. "eal thennal anit with ramp rote consait 211), the generation levels of two consecutive hours are coupled. The apyevach ken here {so use additonal ets of mulpirs to relox the amp up and amp ‘oun constrains. An itermedite level is introduced to update hese lis Te srobem ea sed te ow ele hee were no ramp ate constant (4) 3.4 Solving the Dual Problem “The high level dul problem iso update the mules 3, and pw sssoiated with demand apd reserve requirements soa maximize ‘he dual function max ©F.4), with ©. ha Dew Law + Sars norsn 6.4) Since discrete decision variable ae involved atthe low level, the objective funtion 0,1) in (314) may not be differential at eran ne. pois. A subgradient algrti is hereore wed to upate andy a5 Fellows (4,57, 10): wn, 45300), ars xt. +0540 a6 wher she high ee tentonindee s40=P40- Spi Zoho om ise sbgraem of 0,9) wihresto RO) nd au0=P00- Setxcn.oor- Shahn cas {isthe subgradient of (3) with respect tou. ‘The adaptive sep sizing metho of 4s used wo obtain he step sim terion [I given by ca (eagles where Lit an estimate ofthe optimal vale of L wih 2, #3. are stack vectors of £0 and tke 2 ep and 18a scaling onstant. The high level teaton terminates when the deal cost annot be further ienpoved, ora limit on the mumber of high level ‘eraons has ben rescbed. aay 35 Initializing the Multipliers Good intalization of multipliers can significantly reduce the ‘ur algorithm, the multiplies itlize othe system marginal oats based on the priory ment and dispatch Ta the ‘method, ermal unis ze fst commited at each bourne aboending fede of thei ul oad average rates unl the commited capacity ‘xeeeds the sum ofthe demand and reserve regsrements. Te yo ‘nergy Is then allocated to hours by using the ment order allocation ‘method based oa marginal costs of committe thermal units, The ‘muller 2.) ae initalied tobe the system marginal cont, i. he ‘ate ofthe last thermal block lspatehed at hour «(s) All otber tokiplirs ar iidalized to ero since the reserve and amp Tate ‘Constants are ficult o be corsdeed in inlzatin. 3.6 Obtaining Feasible Solutions ‘The dual solution is generally infeasible ((3)), Le, the once felted demand and reser requirement ae general tt satsed. A [euristic method is developed to generate pod feasible solaion ‘sed on dual seule Note hat Goal soltions of Hydro subprosiems ‘Satsfy both capacity and energy constrains in view of how the ‘Sbprebems are solved Hyéro generations and reserve consibuions se therefore fed. Inthe absence of ramp rate consuaint 11) and {inimum generation forthe first and last hour (214), feasible ‘Solution eam be obtained by adjusting generation level of the ‘Sommited thermal units ifthe flowing two inoqaliies ae Said tH: Teo + Loio2Pso-+PA0, 6) Spins Deo Peo 2 where Ey denotes the st of all commited thermal nits at hour t [Equation (3.19) requtes thatthe sum of hydro generations and paces of commited thennal als exceeds the sum of system ‘Semand and reserve requiements. Equation (3.20) shen guaranees ‘that hydro and commitied thera units can provide the required reserve For units with ramp rate consis (211) oF atthe first or Inst hour generation with (214) active, heir generation levels cannot be adjusted or ae ailfcalto adj. The above condos should be sppropiaely modiied asin (4, 1€€.19) and (20) ae not sti at hou, more thermal wits willbe commited a tht Hour Two feasible soltions are gerald, thd the beter one if sclcted. Te first solution is obained by ‘Comming turbine unis withoat minimam updown time conta, Sd this god for slated inteasibie hors. The second solaton Is Fepcasety ating i commie’ fsa unio base on at loud average rates subject wo minimum upvdown time contains ‘A feaubl solution usually obtained by saring up some units earet {¢ Shuting down sme unt later than scheduled in he dual solution. ‘Xsteam unt may aro be sared up to cover number of easecuive {nfeaibe hours. Ezonomiedspuch is ten eated out spacing all mined therinal unis to satisfy the system demand and reserve ‘equremens. [Afer the feasible solution is obtained, a few more high level ‘tertons (the so called “heuristic erations’) are eared cut obain ‘dona caile solution, and the best eaile solution selected. ‘The final feasible cost and the anima dual facto vale are ved ‘o eaeulate the dual gap, a measure of te quality of the feasible shed 3.7 Summary of the Algorithm ‘The algorithm is summarized as fllows 1 Unkle tito sytem demand mpi, aconting to Bee lit sommisnent ard ph. Tate all oer 2. [Bale subproscms) Solve indivi ont ubproblems forthe ven andy. Fora hyd unit, goto 2s; fra thermal unit, goto 2 If al he subproblems have been solved, 20103. 2a. Solve the hyro subproblem according subsection 3.2. Go 2 2, Solve the thermal sabproblem according to subsection 33. Gove? - * 3. [Update mubipers} Update 9 and x sccording to 3.18) and G40). 4 [heck convergence. Ifthe sopping criteria for the high evel Fenn LOR ot ben lt fo [Generte feasible slutons| fa fsb soluon canbe obained ‘without changing commitment, goto Sa. Otherwise go 3b. $a. Genera feasible soluion by economic dispatch, Goto 6. 5b. Oban two feasible solutions by using the methods cussed In wobiceson 3.8, 6 {Select he best feasible solution Selet the best feasible solution ‘butned If tbe desied numberof heurie teratons reached, stop. 7. {Pecform Heuristic eration.| Fellow 3 to update and, and follow 2.0 solve lw level sabprblems. Got 5 4. Numerical Results “Te algorithm was implemented in FORTRAN on a SUN Spare Suacom 2. Al the billing ules of NEBOOL are compli, and many practical considerations tr incladed. Numerical reste presented Ree [Se based on four NU datasets ccond week in August, 1989, fourth ‘week i Febrary 1980; ent week in March 1980; a hie week ‘Ap 190, These datasets cover works in various seasons 2nd ae ‘andomlyscected from NU biling dats fs. The contbuons of Pumped sorage nit, ogether wk power provided oy co-genersors nd non-daptchale contracts, were Sedu from sytem demand tnd reserve eguements A seiamaty of major nom parent fem in Table |. There are seven hydro unis wih capacity about 240 StW These units account for 8 of tu expat, generate Pe ofthe ‘peak load and can provide 100% of reserve tequrementaeeong to ‘Table 1 and Figure 1. Hydro units thos play an important role in fmoothing the peak od’ andslso contelbuting to reserve ‘guremen. Namen resuls forthe fou datasets are surumaied in Table 2 “Two methods are vod o tex each dataset Method I ise approach presented inthis paper In method 2 hyo units ae scheduled by {ting Heures curently employed by NU, andthe unmet demand eal ais based onthe Lagrangian 1a te se rom Tale 2 that compan ines and dalty gaps of Method I are consistent across the four da ss Eines are about four to five minutes on a Spare Station 2, and the Algorithm i efficient to bo eed onthe dally baie The Quy of Selution is measured by the duality gap, defined as the relative Aitference between the final feasible ost ahd the maximum value of {he dul function (a lower bound to tbe optimal cou) canbe seen thatthe dality gaps ae below 0.3%, The duality gaps of ober data Sets ested pot reared here ae in he sia ange Comparing to our previous results of Method 2. the cost is spaced ying ent spo oral da a exec Gootind hyare and themal seedling wihin the Lagrengan ‘claaionfemework ir boner than bere hyaco scheduling in onjncion withthe Lagrangian relsation of fermal nit Die Sumber of high vel Rettens for Methad aea0lowe tan hon of Meta 2, andthe CPU tmcr are obtaaly mod. The ‘Raton is tha cooraned hytko and ermal seeding smooths ‘Sermal demand and resene reguremenn, and hit redaces the ‘umber of aarp and shutdown of thermal unit. Ths ia tae ae i tel Camano mvs ore eye ‘ptimiation proces, and ees he numberof high eve eration ‘athe number ine sehen within cach igh evel Serio CPU, Simes of Method {are hreoresbstantaly tower than those of Method 2: Sine ait gaps ae felted othe Sp and shut-down (tral ut (a), Fedo alo expect Wis observed fom our testing that hyo solutions may osilate among hours with lose values of (4) -u(0). This, however, i not Serious since hyo unis only gence a smal percentage of power n the NU system, andthe syston demand usually changes igaicanty hoor by hour in comparton witha peak shaving technique, beter coordination among hydro and thermal units en be obaled; and he ‘eazve contibuon of ho units canbe appropriately consiered by Using oar method as evidenced by the presence Of the Fesene ‘mule pt inte yao cos fonction G8). 5. Concluding Remarks An algorithm has been presented to solve hydrothermal scheduling robles based onthe Lagrangian relaxation fechnigue. BY using grange mulipiers to relax complicating demand and reserve requirements the method decomposes the robe ito the scedling ‘of indvideal units Good coordination of hyo and thermal unit is achieved through Lagrange muliplirs acting as priest regulate the [Feeration and reserve contbution of individual units. For hyo Esbprobiemr, the merit order allocation technique ts proved to ffeaive for our problem formulation. For thermal subproblems, ‘ynamie programming witout discrezing generation levels is ecient approach, Numerical results for Noreast Ulises dat show {hat ths algewidh is efficent and neu-optina salons are obtained ‘Comparing to cur previous work wheve hydro unis were scheduled by uking Heuristics and thermal units bythe Lagrangian relaxation ‘eehmigue, the costs generated bythe new approach are lowered sed ‘Computation dines are substantally reduced Tis algo hasbeen "embeded in he dally scheduling package of NU and is being tested Snd oe used onthe aly tai. Acknowledgement “This work was suppredin par by a contract rom he Notas. Lutes Somice Colpany The suber would Ie wo hank Dr Rober W: Goodih, Me. Joba A. Aa Me- Marin B. Gabry and MirGarl Larcon of Northeast Uiiies Service Company for thei 1363, valuable suggestions and support The authors would also like to ‘hank anonymous reviewer for heir gos suppesons. References 11] DP. Bensekas,G. 8. Laver, N.R. Sandell, T. A. Posbergh, “Optimal Short-Term Scheduling of Large-Scale Power Systems," IEEE Transactions of Automat Conzrol, Vol AC 28, No.1, 1983, pp. 12} Ay Coben, “Opamization-Based Methods for Operations Scheduling” Proceedings of IEE, VO. 15, NO 121987 pp isteiss 1) LA FM, Ferreira, T. Andersson, C.F, Imparsto, TE. Wille, CE. Pang. A Seoboda, AF. Vojian, "Shores Resource Scheduling in Muld-Avea Hydrothermal Power Systems” Elecic Pewer & Energy Systems, Vol 11,No. 3, aly 1989, pp. 200-213, (4) X Guan, PPB. Luh, H. Yan, J. A. Amalfi, “Short-Term Scheduling of ‘Thermal Power Systems.” Proceedings of Seventeenth PICA Conference, Balmee, MD, May 1991, pp 120-126. Avevised version will appear in hucrnarional Jour of Elecrcal Power & Energy Systm, (5) PB Loh, D1, Hotomt, E Max, KR, Patipa, "Schedule Generation and Recoafigaraio for Parallel Machines,” EEE ‘Transaction on Robie an Aucomation, VoL 6, No 6, Dec 1980, pp. 687-036. 16) G.L'Nembatser snd L.A, Wolsey, Iueger and Combinatorial Gpiinization. Joba Wiey & Sons 1988 (7). BUT Polya, *Minmizston of Unsmooth Functional,” USSR grout Math on Meth Phys, Va 9, 196 pp. 18) M'V. Rakic, M.L. Markovic, Z.M. Markovic, "Shor-Term Operation Planning of Combined. Power ‘Systeme A Decomposition Techalgue,” Proceedings of Tenth Power Systems Computation Conference, Graz, Nuts, Abgst 1990, pp, iss.ige 5, Shaw and DP. Bersekas, “Optimal Scheduling of Large Hydrothermal Power Systems" IEEE Transactions on Power ‘ABpera and Systems, Vol. PAS-10% Fe. 1985, pp. 28 a {10} 2. Shor, "On the Strscture of Algorithms fo the Nomereal Solution of Optimal Planning and. Design Problems.” Dissertation, Cybernsis Taste, Academy of Sciences, USSR, Houzhong Yan was born in Yangehou,Jiangso Province, P. R China on Fuly’9, 1958. He received hi B'S, degree in Mathematis indIMS. degree in Computer Sciences from East China Insta of ‘Teetnology, Nanjing, PR China in 1982 and 1986, respectively. From 19861989, he was a lecture’ a the Departent of Computer Science, Southeast University, Nanjing, P- R China, working on ‘Numerical Analysis, Computational Geometry, Computer Graphics CCurently heft PRD. eundiate inthe Depanneat of Pcl and ‘Systems Engineering. University of Connect, tons, Ct Peter B. Luh ($77-M$0-SM91) was bom in Taipei, Taivan, Republic of China on Dec, 2, 1980. He recived his BS. degree in Electical Engineering from National Taiwan Universi. Taipei, ‘Tawan, Republic of China, n 197, the MS. degre in Aeronaicy sind Anronautes Engineering from MET. Cambridge, Massachusetts, in 1977 andthe Ph, depree in Applied Mathers fom Harvard University, Cambridge, Massachusts in 1980, ‘Since 1980, he bas been with the University of Conecscu, and curently i Profesor fa the Deparinent of Eketcal and Systems Epon Hn mar msearch eres cue seule pte land reconfigertion for manufacturing systems, power systems,

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