Abstract
An interior-point/cutting-plane method for nondifferentiable
optimization is used to solve the dual to a unit commitment problem. The
interior-point/cutting plane method has two advantages over previous
approaches, such as the sub-gradient and bundle methods: first, it has
better convergence characteristics; and second, does not suffer from the
parameter-tunning drawback. The results of performance testing using
systems with up to 104 units confirm the superiority of the
interior-point/cutting-plane method over previous approaches
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