A simple and effective local variation algorithm for long-range hydrothermal scheduling

Abstract A simple and effective sequential method is presented for the long-range (one-year) hydrothermal scheduling problem. The dynamic optimization problem is decomposed into a sequence of static optimization problems by discretizing time span into a number of equal intervals. Methods based on the discrete maximum principle, dynamic programming and non-linear programming are available for solving this problem. In this paper, at each time interval, the hydro subproblem is solved using the method of local variation, while the associated thermal subproblem is formulated as a non-linear programming problem and solved by the lambda iteration method and/or through the use of participation factors of the thermal units. The results obtained by solving two different systems reveal the effectiveness of the method for practical application.