Short-Term Hydrothermal Coordination by Augmented Lagrangean Relaxation: a new Multiplier Updating
The Augmented Lagrangean Relaxation (ALR) method is one of the most powerful techniques to solve the Short-Term Hydrothermal Coordination (STHC) problem. A crucial step when using the ALR method is the updating of the multipliers. In this paper we present a new multiplier updating procedure: the Gradient with Radar Step (GRS) method.
The method has been successfully tested by solving medium-scale examples of the STHC problem.