A decomposition approach for the fuel-constrained economic power-dispatch problem

We consider a special class of non-convex programs that are encountered in dispatching the generating units of an electric company. The general form of these problems is {min c(T)x:l(j) less than or equal to A(j)x(j)less than or equal to u(j),x(j) greater than or equal to 0, Sigma(j=1)(m) x(i,t)(j) = f(i)(y(i,t)), By = d,y greater than or equal to 0}, where c greater than or equal to 0, all entries in A are non-negative, and f(i)(y(i,t))greater than or equal to 0. We show that one call achieve global optimality in the case of l(j) = 0. For the special case in which A(j) is a vector of ones, we suggest an alternative formulation in which the non-linearity is moved to the objective function. Numerical results indicate significant improvement in the number of iterations and computer time needed to solve the problem. (C) 1999 Elsevier Science B.V. All rights reserved.