Abstract
Lagrangian relaxation in the service of the operational planning of an electric power plant mix How can the daily operational planning of an electric power plant mix using thermal and hydraulic equipment be optimized ? The approach adopted in this paper makes it possible to take into account thoroughly the operating constraints of generation units and those of valleys. The approach provides a quasi-optimum solution to the problem. In addition to the generation schedules, it determines the daily plant discharge and the trade-off between thermal and hydraulic spinning reserves. The method used is that of the decomposition-coordination by prices, or Lagrangian relaxation. The global problem is broken down into two classes of local subproblems: - optimum planning of each thermal unit using dynamic programming, - optimum planning of each hydraulic valley using linear programming. All the local subproblems are coordinated among themselves by the costs of energy and the spinning reserve, which are dual variables associated with the corresponding constraints.

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