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Title

Cyclic coordinate descent in hydrothermal nonsmooth problems
Authors

L. Bayon
Organization: University of Oviedo
Department: Department of Mathematics
J. M. Grau
Organization: University of Oviedo
Department: Department of Mathematics
M. M. Ruiz
Organization: University of Oviedo
Department: Department of Mathematics
P. M. Suarez
Organization: University of Oviedo
Department: Department of Mathematics
Journal / Anthology

Numerical Algorithms
Year: 2012
Volume: 59
Issue: 2
Page range: 227-247
Description

In this paper, the new short-term problems that are faced by a generation company in a deregulated electricity market are addressed and an optimization algorithm is proposed. Our model of the spot market explicitly represents the price of electricity as an uncertain exogenous variable.We consider a very complex problem of hydrothermal optimization with pumped-storage plants, so the problem deals with non-regular Lagrangian and non-holonomic inequality constraints. To obtain a necessary minimum condition, the problem was formulated within the framework of nonsmooth analysis using the generalized (or Clarke’s) gradient and the Nonsmooth maximum principle. The optimal control problem is solved by means of an algorithm implemented in the commercial software package Mathematica. Results of the application of the method to a numerical example are presented.
Subject

*Unclassified