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Lagrange Relaxation
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Fall 2014
Page 6
The objectives of the power system operational planning involves the best utilization of
available energy resources subjected to various constraints and to transfer electrical energy
from generating stations to the consumers with maximum safety of personal/equipment,
continuity, and quality at minimum cost. The operational planning involves many steps
such as short term load forecasting, unit commitment, economic dispatch, hydrothermal
coordination, control of active/reactive power generation, voltage, and frequency as well as
interchanges among the interconnected systems in power pools etc. In the early days the
power system consisted of isolated stations and their individual loads. But at present the
power systems are highly interconnected in which several generating stations run in
parallel and feed a high voltage network which then supplies a set of consuming centers.
Such system has the advantages of running the number of stations with greater reliability
and economy, but at the same time the complexity in the operational and control procedures
has increased. The power industry therefore requires the services of the group of men who
are specially trained to look after the operation of the system. These men are known as the
system engineers and are responsible for the operation, control and operational planning of
the system.
Unit Commitment involves the hour-to-hour ordering of the units on/off in the system to
match the anticipated load and to allow a safety margin. Having solved the unit
commitment problem and having ensured through security analysis that present system is
in a secure state then the efforts are made to adjust the loading on the individual generators
to achieve minimum production cost on minute-to-minute basis. This loading of generators
subjected to minimum operation cost is in essence the economic dispatch. Load forecasting
gives an accurate picture of the expected demand over the following few hours. In an
anticipation of the variations in demand and for reasons of economic operation of the
system the unit commitment activity is carried out.
Lagrange Relaxation Method
In 1983, A. Merlin, proposed a new implementation in solving UCP by Lagrangian
relaxation method. Numerous developments were envisaged, to make the algorithm
flexible such as simultaneous management of pumping units, probabilistic determination of
the spinning reserve. This decomposition method used is flexible and Lagrange multiplier
provides a new solution to the conventional problem. In 1987, R. Nieva, proposed an
approach to solve very large and complex UCP. The proposed approach gives an estimate
of suboptimality that indicates the closeness of the solution near to the optimum. In contrast
with the technique of Lagrangian Relaxation, this approach makes no attempt of
maximizing the dual function. In 1988, F. Zhuang, presented an LR method for large scale
problem. The algorithm in divided into three phases. First the Lagrangian dual of the unit
commitment is maximized with standard subgradient techniques, second a reserve-feasible
dual solution is find, and finally ED is performed. On 100 units to be scheduled over 168
hours, gives a reliable performance and low execution times. Both spinning and timelimited reserve constraints are treated. In 1989, S. Virmani et al. presented a paper in
which they provide an understanding of the practical aspects of the Lagrangian Relaxation
methodology for solving the thermal UCP. In 1995, R. Baldick formulated UCP in
generalized form and solved using LR method. The algorithm, presented, approximately
mm
Fall 2014
Page 6
mm
Fall 2014
Page 6
mm
Fall 2014
Page 6
mm
Fall 2014
Page 6
mm
Fall 2014
Page 6
mm
Fall 2014
Page 6