An economic dispatch algorithm for cogeneration systems

This paper presents an algorithm to solve the economic dispatch problem for combined heat and power (CHP) systems. The algorithm takes the basis of sequential quadratic programming (SQP) algorithms used to solve nonlinear optimization problems and the logic of the Lagrangian relaxation technique used before on optimal schedule of CHP, but instead of consider linear inequality constraints it temporary erases them from the problem, making the problem easier. Then a sequential quadratic programming algorithm solves partially the problem and it checks if the solution is inside the trust-region that form the inequality constraints. If the solution is in the trust region the problem is trivial, if not then we use the right inequality line taking it like equality and solving the whole problem. The proposed algorithm improves the approach of the global solution.