Publications [#319760] of Alexandre Belloni

Papers Published

1. Belloni, A; Diniz Souto Lima, AL; Piñeiro Maceira, ME; Sagastizábal, CA, Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case, Annals of Operations Research, vol. 120 no. 1-4 (April, 2003), pp. 21-44 [doi]
   (last updated on 2023/06/01)

   Abstract:
   We consider the inclusion of commitment of thermal generation units in the optimal management of the Brazilian power system. By means of Lagrangian relaxation we decompose the problem and obtain a nondifferentiable dual function that is separable. We solve the dual problem with a bundle method. Our purpose is twofold: first, bundle methods are the methods of choice in nonsmooth optimization when it comes to solve large-scale problems with high precision. Second, they give good starting points for recovering primal solutions. We use an inexact augmented Lagrangian technique to find a near-optimal primal feasible solution. We assess our approach with numerical results.