Abstract
An interior-point/cutting-plane method for nondifferentiable optimization is used to solve the dual to a unit commitment problem. The interior-point/cutting-plane method has two advantages over previous approaches, such as the sub-gradient and bundle methods: first, it has better convergence characteristics; and second, does not suffer from the parameter-turning drawback. The results of a performance testing using systems with up to 104 units confirm the superiority of the interior-point/cutting-plane method over previous approaches.
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