Daily generation scheduling: decomposition methods to solve the hydraulic problems

Short-term hydro-generation management poses a non-convex or even non-continuous optimization problem. For this reason, the problem of systematically obtaining feasible and economically satisfying solutions has not yet been completely solved. Two decomposition methods, which, as far as we know, have not been applied in this field, are proposed here. The first is based on a decomposition by prediction method and the co-ordination is a primal-dual relaxation algorithm. Handling the dynamic constraints by duality, the second achieves a price decomposition by an Augmented Lagrangian technique. Numerical tests show the efficiency of these algorithms. They will enable the process in use at Electricité de France to be improved.