Combination of Lagrangian-relaxation and linear-programming approaches for fuel-constrained unit-commitment problems

A Lagrangian relaxation (LR) approach was presented which is with machine capacity relaxation and operation precedence relaxation for solving a flexible job shop (FJS) scheduling problem from the steelmaking-refining-continuous casting process. Unlike the full optimization of LR problems in traditional LR approaches, the machine capacity relaxation is optimized asymptotically, while the precedence relaxation is optimized approximately due to the NP-hard nature of its LR problem. Because the standard subgradient algorithm (SSA) cannot solve the Lagrangian dual (LD) problem within the partial optimization of LR problem, an effective deflected-conditional approximate subgradient level algorithm (DCASLA) was developed, named as Lagrangian relaxation level approach. The efficiency of the DCASLA is enhanced by a deflected-conditional epsilon-subgradient to weaken the possible zigzagging phenomena. Computational results and comparisons show that the proposed methods improve significantly the efficiency of the LR approach and the DCASLA adopting capacity relaxation strategy performs best among eight methods in terms of solution quality and running time.

Convoy movement problem (CMP) is an important optimisation problem, especially occurring in military logistics, which focuses on routing convoys concurrently in a network. The CMP is subject to constraints for preventing certain interactions between convoys such that the objectives related to travel times of them are minimised. We propose a Lagrangian relaxation (LR) approach to efficiently obtain a lower bound on the optimal solution. Our LR approach does not have integrality property, and hence the lower bound obtained is always tigher than the lower bound obtained using the LP relaxation. As CMP is an NP-complete problem, lower bounds are useful to evaluate the solutions obtained by a heuristic. From our computational experimentation, it is found that the proposed LR approach is superior to the existing LR approach.

An alternative framework to Lagrangian relaxation approach for job shop scheduling

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 (LR) 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. Penalty function (PF) method is also used to compare with our proposed method in terms of total cost and UC schedule.

This paper presents an application of a combined genetic algorithms (GAs) and Lagrangian relaxation (LR) method for the unit commitment (UC) problem. Genetic algorithms (GAs) are a general purpose optimization technique based on principle of natural selection and natural genetics. The Lagrangian relaxation (LR) method provides a fast solution but it may suffer from numerical convergence and solution quality problems. The proposed Lagrangian relaxation and genetic algorithms (LRGA) incorporates genetic algorithms into Lagrangian relaxation method to update the Lagrangian multipliers and improve the performance of Lagrangian relaxation method in solving combinatorial optimization problems such as the UC problem. Numerical results on two cases including a system of 100 units and comparisons with results obtained using Lagrangian relaxation (LR) and genetic algorithms (GAs), show that the feature of easy implementation, better convergence, and highly near-optimal solution to the UC problem can be achieved by the LRGA.

A Lagrangian relaxation approach to combinatorial exchange in freight logistics

Using suitable solution techniques to the unit commitment (UC) and economic load dispatch (ELD) problems play major role on finding an optimal power scheduling in electrical power system. The UC and ELD problems are to decide when and which generating units to commit and decommit, in order to minimize the total fuel cost over specified period subject to a large number of difficult constraints. Lagrangian relaxation (LR) has been widely used to solve UC and ELD. Recently bundling method (BM) has appeared to be one of the best multipliers updated techniques for LR. This method has promising and the fastest convergence characteristics for UC and ELD problems. For that reason, this paper is to solve the UC and ELD problems via LR, BM and interior point method. This paper explores also the best possible way of updating Lagrangian multipliers with minimum computation time using fast programming techniques.

An optimal solution to the unit commitment (UC) and economic load dispatch (ELD) problems lead to remarkable saving in the power system operational cost. UC and ELD main problems are to find the maximum profit and fast computation simulation time for the scheduling program. Lagrangian relaxation (LR) has become one of the best solution methods in solving the UC and ELD problems. The approach is claimed to be more efficient and easier than other methods in solving large-scale problems. When applying LR, the dual function needed to be updated at the higher level. Lately, bundling method (BM) is one of the best solution methods to Lagrangian dual problem. This paper presents LR technique, BM and interior point method for solving the UC and ELD problems. It will also explore the best possible way of updating Lagrangian multipliers with minimum computation time using fast programming techniques.

Many different methods have been presented to solve unit commitment (UC) problem in literature with different advantages and disadvantages. The need for multiple runs, huge computational burden and time, and poor convergence are some of the disadvantages, where are especially considerable in large scale systems. In this paper, a new analytical and non-iterative method is presented to solve UC problem. In the proposed method, improved pre-prepared power demand (IPPD) table is used to solve UC problem, and then analytical “λ-logic” algorithm is used to solve economic dispatch (ED) sub-problem. The analytical and non-iterative nature of the mentioned methods results in simplification of the UC problem solution. Obtaining minimum cost in very small time with only one run is the major advantage of the proposed method. The proposed method has been tested on 10 unit and 40-100 unit systems with consideration of different constraints, such as: power generation limit of units, reserve constraints, minimum up and down times of generating units. Comparing the simulation results of the proposed method with other methods in literature shows that in large scale systems, the proposed method achieves minimum operational cost within minimum computational time.

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.

This research addresses scheduling problem of n jobs on a Hybrid Flow Shop (HFS) with unrelated parallel machines in each stage. A monolithic mixed integer linear programming (MILP) model is presented to minimize the maximum completion time (makespan). As the research problem is shown to be strongly NP-hard, a Lagrangian relaxation (LR) algorithm is developed to handle the HFS scheduling problem. We design two approaches, simplification of subproblems and dominance rules, to solve the subproblems which are generated in each iteration. For evaluation purposes, numerical experiments with small and large size problems are randomly generated with up to 50 jobs and four stages. The experimental results show that the Lagrangian relaxation approaches outperform the MILP model with respect to CPU time. Furthermore, from the results, it can be conclude that the simplification of subproblems shows slightly better solutions in comparison with dominance rules to solve the subproblems.

This paper presents a hybrid immune algorithm (IA)/genetic algorithm (GA) and fuzzy system (FS) method (IGAFS) for solving short-term thermal generating unit commitment (UC) problems. The UC problem involves determining the start-up and shutdown schedules for generating units to meet the forecasted demand at the minimum cost. The commitment schedule must satisfy other constraints such as the generating limits per unit, reserve and individual units. First, we combined the IA and GA, then we added the fuzzy system approach. This hybrid system was used to solve the UC problems. Numerical simulations were carried out using three cases; ten, twenty and thirty thermal unit power systems over a 24 hrs period. The produced schedule was compared with several other methods, such as dynamic programming (DP), Lagrangian relaxation (LR), standard genetic algorithm (SGA), traditional simulated annealing (TSA), and traditional tabu search (TTS). The result demonstrated the accuracy of the proposed CIGAFS approach.

Sub-hourly Unit Commitment (UC) problems have been suggested as a way to improve power system efficiency. Such problems, however, are much more difficult than hourly UC problems. This is not just because of the increased number of period to consider, but also because of much reduced unit ramping capabilities leading to more complicated convex hulls. As a result, state-of-the-art and practice methods such as branch-and-cut suffer from poor performance. In this paper, our recent Surrogate Absolute-Value Lagrangian Relaxation (SAVLR) method, which overcame major difficulties of standard Lagrangian Relaxation, is enhanced by synergistically incorporating the concept of Ordinal Optimization (OO). By using OO, solving subproblems becomes much faster. Testing of Midcontinent ISO (MISO)’s problem with 15 minutes as the time interval over 36 hours involving about 1,100 units and 15000 virtuals demonstrates that the new method obtains near-optimal solutions efficiently and significantly outperforms branch-and-cut.

The prize collecting traveling salesman problem (PCTSP) is a generalization of the traveling salesman problem (TSP) in which a tour starting at a root node must visit a subset of nodes to collect a prescribed amount of total prize minimizing the summation of travel costs and penalty costs associated with nonvisited nodes. We propose new formulations and compare them with adaptations to the PCTSP of strong formulations from the literature for the asymmetric TSP. One of the formulations proposed in this paper provided the tighter linear relaxation bounds on computational experiments based on benchmark instances for the asymmetric TSP. We then develop a Lagrangian relaxation approach embedding heuristic schemes to obtain both lower and upper bounds. The proposed heuristic has shown to be successful in obtaining optimal or near‐optimal solutions with information from the Lagrangian subproblems. Our Lagrangian approach can thereupon provide small optimality gaps, being an efficient alternative to bound optimal values of large instances.

In this paper, Security Constrained Unit Commitment (SCUC) problem with combined Thermal- Solar generating units is solved using Artificial Bee Colony (ABC) algorithm. SCUC problem aims to obtain minimum generation cost while satisfying the system, network and security constraints. The SCUC problem is divided into Unit Commitment Problem (UCP) which is considered as the master problem and Security Constrained Economic Dispatch (SCED) is considered as the sub problem. Here, both thermal and solar generations are considered in UCP and SCED solutions. Binary Coded ABC Algorithm is used to solve the UCP and Real Coded ABC Algorithm is used for solving the SCED problem. The constraints such as spinning reserves, hourly load demands, ramp up/ramp down limits of generators, minimum up/down limits, line flow and voltage limits are considered in the problem formulation. Beta distribution function is employed to forecast the solar power generation in different seasons. The comparison is carried out with and without incorporating solar generation. The proposed method is validated on a 6 bus system and a South Indian 86 bus utility.