Large Scale Electricity Production Scheduling Via Nonlinear Optimization

摘要

Methods for nonlinear optimization in the daily scheduling of electricity production are proposed for problems with a nonlinear cost function, lower and upper bounds on the variables, and an equality constraint. If the cost function is quadratic, a modified Lagrange multiplier technique is used for a nonquadratic cost function, conjugate search directions and a projection method are used. Numerical examples demonstrate the effectiveness of the approach for problems with hundreds of variables.