Unit commitment is a complex problem which, until now and for real size systems, has been solved using heuristic methods only. This paper proposes a new Lagrangian relaxation method, which produces ε-optimal solutions. The flexibility of the algorithm is such that numerous developments can be envisaged, such as simultaneous management of pumping units, probabilistic determination of the spinning reserve, etc.
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Merlin et al. (1983) studied this question.
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