Optimal Short-term Scheduling in Large Hydrothermal Power Systems

In optimal short-term resource scheduling decomposition and coordination methods by Lagrangean relaxation are known as convenient to handle resource-specific constraints and for their ability to provide duality gap estimates. They will be used, in context of subgradient optimization, to deal with this problem. One cause of erratic behavior often encountered in subgradient optimization is associated with tactic rules for choosing step sizes and normally is necessary a tuning process by trial and error. We propose some new guideline strategies for dual variable updating, applying total operation cost upper bounds to help choose parameters for step sizes automatically.