Dual programming methods for large-scale thermal generation scheduling

The problem of thermal generation scheduling is considered in the framework of the short-term hydro-thermal coordination problem. Dual programming methods are applied to the large-scale problem deriving from a fine subdivision of the daily optimization horizon for networks with hundreds of thermal units. The starting point for the dual approach is obtained from the solution of a thermal scheduling problem with discarded generation ramp-rate constraints. The relaxed daily scheduling decouples into as many smaller dispatch problems as the number of subintervals. Two dual programming methods are implemented: the former is the dual active set algorithm by Goldfarb and Idnani; while the latter is based on the application of continuation method techniques. These approaches are extensively tested with reference to both a small sample system and to the daily thermal generation scheduling of the Italian (ENEL) system (over 100 thermal units and 96 quarter hour subintervals). Incorporating the dual programming approach within the ENEL hydro-thermal coordination procedure is also considered.