Optimal dispatch of hydro generation plants via augmented Lagrangian

The unit commitment problem (UCP) of hydrothermal systems aims to commit the generation units required to meet the demand and to comply the systems constraints, over a time horizon, minimizing the total generation cost. Mathematically, the resulting problem is nonlinear, mixed-integer and of large scale that, in turn, becomes the solution procedure a challenging task. Lagrangian relaxation has been the preferential technique to solve this type of problem. By applying successive relaxation to the UCP of hydrothermal systems, one important problem resulting from this approach is the optimal dispatch of the hydroelectric generation. In order to solve this problem, we propose an algorithm that makes use of the augmented Lagrangian technique, which has shown good convergence properties. The proposed model is applied to two hydroelectric plants of the Brazilian power system, demonstrating its consistency and practical feasibility.