Dual programming methods for large-scale thermal generationscheduling

摘要

The problem of thermal generation scheduling is considered in thenframework of the short-term hydro-thermal coordination problem. Dualnprogramming methods are applied to the large-scale problem deriving fromna fine subdivision of the daily optimization horizon for networks withnhundreds of thermal units. The starting point for the dual approach isnobtained from the solution of a thermal scheduling problem withndiscarded generation ramp-rate constraints. The relaxed daily schedulingndecouples into as many smaller dispatch problems as the number ofnsubintervals. Two dual programming methods are implemented: the formernis the dual active set algorithm by Goldfarb and Idnani while the latternis based on the application of continuation method techniques. Thesenapproaches are extensively tested with reference to both a small samplensystem and to the daily thermal generation scheduling of the Italiann(ENEL) system (over 100 thermal units and 96 quarter hour subintervals).nIncorporating the dual programming approach within the ENELnhydro-thermal coordination procedure is also considered