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Mathematical Problems in Engineering
Volume 8, Issue 1, Pages 33-42

Multiperiod hydrothermal economic dispatch by an interior point method

1Department of Mathematics, Bentley College, 175 Forest Street, Waltham, MA 02452-4705, USA
2Worcester Polytechnic Institute, Worcester, MA, USA
3GE Harris, Melbourne, FL, USA

Received 4 April 2001

Copyright © 2002 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper presents an interior point algorithm to solve the multiperiod hydrothermal economic dispatch (HTED). The multiperiod HTED is a large scale nonlinear programming problem. Various optimization methods have been applied to the multiperiod HTED, but most neglect important network characteristics or require decomposition into thermal and hydro subproblems. The algorithm described here exploits the special bordered block diagonal structure and sparsity of the Newton system for the first order necessary conditions to result in a fast efficient algorithm that can account for all network aspects. Applying this new algorithm challenges a conventional method for the use of available hydro resources known as the peak shaving heuristic.