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Pré-Publication, Document De Travail Année : 2012

Prices stabilization for inexact unit-commitment problems

Résumé

Unit-commitment problems in electricity production appeal to constraint decomposition techniques: by dualizing the linking constraints, the large-scale nonconvex problem decomposes into smaller independent subproblems. The dual problem consists then in finding the best Lagrangian multiplier (the optimal ''price''); it is solved by a convex nonsmooth optimization method. Realistic modeling of technical production constraints makes the Lagrangian subproblems themselves difficult to solve. Nonsmooth optimization algorithms can cope with inexact solutions of the subproblems. In this case however, we observe that the computed optimal dual variables show a noisy and unstable behaviour, that could prevent their use as price indicators. In this paper, we present a simple and easy-to-implement way to stabilize dual optimal solutions, by penalizing the noisy behaviour of the prices in the dual objective. After studying the impact of a general stabilization term on the model and the resolution scheme, we focus on the penalization by discrete total variation, showing the consistency of the approach. We illustrate our approach on a synthetic example, and real-life problems from EDF (the French Electricity Board).
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Dates et versions

hal-00720352 , version 1 (24-07-2012)
hal-00720352 , version 2 (18-02-2013)
hal-00720352 , version 3 (05-07-2013)

Identifiants

  • HAL Id : hal-00720352 , version 1

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Sofia Zaourar, Jérôme Malick. Prices stabilization for inexact unit-commitment problems. 2012. ⟨hal-00720352v1⟩
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