A flexible approach to short-term hydro-thermal coordination. II. Dual problem solution procedure

The dual problem formulation is the crucial point in all Lagrangian relaxation based hydro-thermal generation coordination approaches. Such an approach is presented in Part I of this work. In this paper, an original dual problem solution procedure is presented. The dual is divided into independent thermal and hydro subproblems. Thermal subproblems are solved using the dynamic programming method. Hydro subproblems are treated by employing the special approximation in the state-space within the multi-pass dynamic programming method. Particular attention is paid to hydraulically coupled reservoirs. The special structure of these hydro subproblems is used and the successive approximation is applied to make the dynamic programming method more effective. Simulations performed on a realistic power system are presented to illustrate the efficiency of the proposed approach and the sensitivity of the dual problem solution regarding values of Lagrangian multipliers.