This project is in the area of unit commitment and hydrothermal scheduling. These problems are complicated because of their large size, mixed (integer and real) variables, nonlinearity, and uncertainty. A new algorithm will be developed. The thermal and hydro subproblems are handled differently. For the thermal subproblem, the unit commitment part will be solved using Lagrange relation to avoid the dimensionality problem, while the calculation of thermal generation is solved analytically. The hydro subproblem will be further decomposed into a number of independent subproblems, and will be solved in parallel by using constraint relaxed differential dynamic programming. There are many advantages claimed for this approach. If successful, the method will not only yield substantial economic benefits, but will also advance the state of the art in the field of large-scale optimization.
