New Lagrangian Heuristics for Ramp-Constrained Unit Commitment Problems

Lagrangian Relaxation (LR) algorithms are among the most successful approaches for solving large-scale hydro-thermal Unit Commitment (UC) problems; this is largely due to the fact that the Single-Unit Commitment (1UC) problems resulting from the decomposition can be efficiently solved by Dynamic Programming (DP) techniques. Ramp constraints have historically eluded efficient exact DP approaches; however, this has recently changed [A16]. We show that the newly proposed DP algorithm for ramp-constrained (1UC) problems, together with a new heuristic phase that explicitly takes into account ramp limits on the maximum and minimum available power at each hour, can reliably find good-quality solutions to even large-scale (UC) instances in short time