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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.
Merlin et al. (Sun,) studied this question.