A Primal-Proximal Heuristic Applied to the Unit-Commitment Problem
Abstract
This paper is devoted to the numerical resolution of unit-commitment problems. More precisely we present the French model optimizing the daily production of electricity. Its resolution is done is two phases: first a Lagrangian relaxation solves the dual to find a lower bound; it also gives a primal relaxed solution. The latter is used in the second phase for a heuristic resolution based on a primal proximal algorithm. This second step comes as an alternative to an earlier approach based on augmented Lagrangian (i.e. a dual proximal algorithm). We illustrate the method with some real-life numerical results. A companion paper is devoted to a theoretical study of the heuristic in the second phase.
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