Short-term hydro-thermal coordination by Lagrangian relaxation: solution of the dual problem

This paper addresses the short-term hydrothermal coordination problem. This problem is large-scale, combinatorial and nonlinear. It is usually solved using a Lagrangian relaxation approach. In the framework of the Lagrangian relaxation, this paper provides a novel, nonoscillating and efficient multiplier updating procedure. This procedure advantageously compares with previously reported procedures such us subgradient and bundle methods. A realistic large-scale case study is used to illustrate the behavior of the proposed procedure.